+920.4%
MSFT vs M
+3.7%
+916.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.1% | -5.4% | +1.9% |
| 7D | +7.5% | +2.5% | +5.0% | +7.2% |
| 30D | +1.9% | +10.1% | -8.2% | +0.8% |
| 3M | +9.2% | -0.9% | +10.2% | +9.2% |
| 6M | +31.9% | +30.2% | +1.7% | +27.6% |
| YTD | +13.4% | +16.3% | -2.8% | +10.8% |
| 1Y | +10.6% | +27.0% | -16.3% | +6.8% |
| 3Y | +54.7% | +154.5% | -99.8% | +34.5% |
| 5Y | +69.1% | -1.1% | +70.2% | +58.3% |
| 10Y | +920.4% | +0.5% | +919.9% | +776.6% |
| All | +920.4% | +3.7% | +916.7% | +776.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling