+915.1%
MSFT vs MDY
+165.3%
+749.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -1.3% | +2.3% | -3.5% | -2.9% |
| 30D | -1.8% | +2.0% | -3.8% | -3.3% |
| 3M | +5.6% | -5.6% | +11.3% | +10.2% |
| 6M | +29.8% | +1.3% | +28.5% | +28.1% |
| YTD | +9.0% | +12.3% | -3.3% | -1.0% |
| 1Y | +4.9% | +15.8% | -10.8% | -7.1% |
| 3Y | +46.2% | +56.5% | -10.3% | -0.3% |
| 5Y | +62.1% | +35.1% | +27.0% | +23.9% |
| All | +915.1% | +165.3% | +749.8% | +352.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling