+597.2%
MSFT vs MDB
+978.8%
-381.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.4% |
| 7D | -1.4% | -18.0% | +16.6% | +2.6% |
| 30D | -1.0% | -10.7% | +9.7% | +0.8% |
| 3M | +20.2% | +1.0% | +19.2% | +18.9% |
| 6M | +21.3% | +31.6% | -10.4% | +12.3% |
| YTD | +2.8% | -15.2% | +18.0% | +3.3% |
| 1Y | 0.0% | +10.1% | -10.2% | -5.8% |
| 3Y | +51.2% | -5.6% | +56.9% | +36.3% |
| 5Y | +71.4% | -24.5% | +96.0% | +46.2% |
| All | +597.2% | +978.8% | -381.6% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MDB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling