+894.4%
MSFT vs MAR
+541.3%
+353.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -6.2% | +1.0% | -7.3% | -6.5% |
| 30D | -3.7% | +16.2% | -19.9% | -8.0% |
| 3M | +3.6% | +23.1% | -19.4% | -2.8% |
| 6M | +26.8% | +22.0% | +4.8% | +18.6% |
| YTD | +8.4% | +39.2% | -30.7% | -3.4% |
| 1Y | +3.3% | +48.3% | -45.0% | -10.0% |
| 3Y | +44.3% | +123.4% | -79.1% | +8.8% |
| 5Y | +63.3% | +185.4% | -122.0% | +12.9% |
| 10Y | +894.4% | +539.2% | +355.2% | +498.4% |
| All | +894.4% | +541.3% | +353.1% | +498.4% |
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