+71.4%
MSFT vs MAR
+155.0%
-83.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.4% |
| 7D | -1.4% | -1.7% | +0.3% | -0.8% |
| 30D | -1.0% | -6.9% | +5.9% | +1.4% |
| 3M | +20.2% | -15.8% | +36.0% | +27.0% |
| 6M | +21.3% | +1.9% | +19.3% | +18.5% |
| YTD | +2.8% | +6.6% | -3.8% | -1.9% |
| 1Y | 0.0% | +23.7% | -23.7% | -10.9% |
| 3Y | +51.2% | +64.6% | -13.4% | +16.2% |
| 5Y | +71.4% | +156.4% | -84.9% | +7.5% |
| All | +71.4% | +155.0% | -83.6% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling