+878.4%
MSFT vs MDY
+177.2%
+701.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | 0.0% |
| 7D | -0.8% | -1.9% | +1.0% | +0.6% |
| 30D | +0.8% | -4.6% | +5.5% | +4.4% |
| 3M | +27.2% | -1.2% | +28.4% | +28.2% |
| 6M | +22.9% | +9.2% | +13.7% | +14.4% |
| YTD | +3.1% | +13.1% | -9.9% | -6.8% |
| 1Y | -0.3% | +13.0% | -13.3% | -10.1% |
| 3Y | +50.1% | +49.2% | +0.9% | +6.4% |
| 5Y | +74.6% | +47.2% | +27.4% | +24.7% |
| All | +878.4% | +177.2% | +701.2% | +330.4% |
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