+62.4%
MSFT vs MA
+86.6%
-24.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.6% |
| 7D | -1.3% | +1.3% | -2.6% | -2.0% |
| 30D | -1.8% | +9.6% | -11.4% | -7.0% |
| 3M | +5.6% | +16.8% | -11.1% | -3.5% |
| 6M | +29.8% | +35.2% | -5.4% | +9.3% |
| YTD | +9.0% | +16.6% | -7.6% | -0.8% |
| 1Y | +4.9% | +19.8% | -14.8% | -6.3% |
| 3Y | +46.2% | +70.7% | -24.5% | +1.0% |
| All | +62.4% | +86.6% | -24.1% | +1.9% |
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