+2,915.8%
MSFT vs MA
+15,793.6%
-12,877.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -2.7% | -2.7% | 0.0% | -1.6% |
| 30D | +2.7% | +1.5% | +1.2% | +2.0% |
| 3M | +17.0% | +20.4% | -3.5% | +8.1% |
| 6M | +23.8% | +11.1% | +12.7% | +18.3% |
| YTD | +4.0% | +2.0% | +2.0% | +2.6% |
| 1Y | -0.8% | -2.2% | +1.3% | -0.7% |
| 3Y | +55.6% | +41.9% | +13.7% | +31.8% |
| 5Y | +72.9% | +75.4% | -2.5% | +33.0% |
| 10Y | +875.8% | +527.5% | +348.3% | +373.4% |
| All | +2,915.8% | +15,793.6% | -12,877.7% | +573.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling