+872.1%
MSFT vs MAR
+441.6%
+430.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -3.5% | -2.1% | -1.4% | -2.9% |
| 30D | -2.1% | -5.7% | +3.6% | -0.4% |
| 3M | +24.2% | -14.6% | +38.8% | +29.6% |
| 6M | +21.9% | +1.3% | +20.5% | +20.1% |
| YTD | +2.5% | +6.7% | -4.2% | -1.0% |
| 1Y | -0.8% | +26.4% | -27.2% | -9.7% |
| 3Y | +50.8% | +64.7% | -14.0% | +24.7% |
| 5Y | +73.5% | +153.1% | -79.5% | +24.8% |
| All | +872.1% | +441.6% | +430.4% | +488.2% |
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