+915.1%
MSFT vs MAR
+529.3%
+385.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -1.3% | +1.6% | -2.9% | -1.8% |
| 30D | -1.8% | +13.8% | -15.6% | -5.7% |
| 3M | +5.6% | +20.3% | -14.6% | -0.2% |
| 6M | +29.8% | +21.3% | +8.5% | +21.5% |
| YTD | +9.0% | +37.2% | -28.2% | -2.5% |
| 1Y | +4.9% | +48.4% | -43.5% | -8.7% |
| 3Y | +46.2% | +120.1% | -73.9% | +10.6% |
| 5Y | +62.1% | +182.1% | -120.0% | +12.2% |
| All | +915.1% | +529.3% | +385.8% | +455.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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