+3,825.9%
MSFT vs MAR
+2,498.9%
+1,327.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -2.7% | -4.2% | +1.5% | -1.3% |
| 30D | +2.7% | -6.7% | +9.4% | +5.1% |
| 3M | +17.0% | -12.5% | +29.4% | +21.7% |
| 6M | +23.8% | +0.6% | +23.3% | +22.3% |
| YTD | +4.0% | +9.1% | -5.1% | -0.6% |
| 1Y | -0.8% | +26.2% | -27.0% | -10.3% |
| 3Y | +55.6% | +68.2% | -12.5% | +25.8% |
| 5Y | +72.9% | +163.9% | -91.0% | +17.8% |
| 10Y | +875.8% | +420.6% | +455.2% | +378.8% |
| All | +3,825.9% | +2,498.9% | +1,327.0% | +833.8% |
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