+62.4%
MSFT vs M
-3.3%
+65.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | 0.0% |
| 7D | -1.3% | +7.0% | -8.3% | -2.2% |
| 30D | -1.8% | +8.9% | -10.7% | -3.1% |
| 3M | +5.6% | +4.5% | +1.1% | +4.8% |
| 6M | +29.8% | +36.2% | -6.4% | +23.7% |
| YTD | +9.0% | +15.1% | -6.1% | +5.9% |
| 1Y | +4.9% | +27.4% | -22.5% | +0.2% |
| 3Y | +46.2% | +160.1% | -113.9% | +18.5% |
| All | +62.4% | -3.3% | +65.7% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling