+3,994.3%
MSFT vs MAR
+3,214.7%
+779.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -6.2% | +1.0% | -7.3% | -6.6% |
| 30D | -3.7% | +16.2% | -19.9% | -8.6% |
| 3M | +3.6% | +23.1% | -19.4% | -3.6% |
| 6M | +26.8% | +22.0% | +4.8% | +17.5% |
| YTD | +8.4% | +39.2% | -30.7% | -4.7% |
| 1Y | +3.3% | +48.3% | -45.0% | -11.4% |
| 3Y | +44.3% | +123.4% | -79.1% | +5.8% |
| 5Y | +63.3% | +185.4% | -122.0% | +8.4% |
| 10Y | +894.4% | +539.2% | +355.2% | +354.9% |
| All | +3,994.3% | +3,214.7% | +779.6% | +795.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling