+4,068.8%
MSFT vs MAR
+3,116.5%
+952.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +1.7% | +4.3% | -2.6% | +0.2% |
| 30D | +0.2% | +16.8% | -16.7% | -5.1% |
| 3M | +6.4% | +16.0% | -9.7% | +0.9% |
| 6M | +28.7% | +16.5% | +12.2% | +21.2% |
| YTD | +10.4% | +35.0% | -24.6% | -1.9% |
| 1Y | +7.6% | +49.4% | -41.8% | -8.0% |
| 3Y | +52.3% | +124.1% | -71.8% | +11.6% |
| 5Y | +64.5% | +159.2% | -94.7% | +12.8% |
| 10Y | +917.8% | +553.9% | +363.9% | +361.7% |
| All | +4,068.8% | +3,116.5% | +952.3% | +821.1% |
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