+64.1%
MSFT vs MA
+93.2%
-29.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +1.7% | +2.3% | -0.6% | +0.4% |
| 30D | +0.2% | +14.7% | -14.5% | -7.4% |
| 3M | +6.4% | +13.5% | -7.1% | -1.2% |
| 6M | +28.7% | +33.1% | -4.4% | +9.6% |
| YTD | +10.4% | +15.1% | -4.7% | +1.3% |
| 1Y | +7.6% | +18.7% | -11.1% | -3.3% |
| 3Y | +52.3% | +72.1% | -19.8% | +5.2% |
| All | +64.1% | +93.2% | -29.2% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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