+72.3%
MSFT vs MDY
+45.8%
+26.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.3% |
| 7D | -1.0% | -0.8% | -0.3% | -0.5% |
| 30D | -2.7% | -3.9% | +1.2% | -0.1% |
| 3M | +22.1% | 0.0% | +22.2% | +21.9% |
| 6M | +20.6% | +8.5% | +12.0% | +13.3% |
| YTD | +2.3% | +13.2% | -10.9% | -7.0% |
| 1Y | -0.5% | +15.0% | -15.6% | -10.9% |
| 3Y | +50.5% | +49.6% | +1.0% | +7.1% |
| 5Y | +72.3% | +46.0% | +26.3% | +24.0% |
| All | +72.3% | +45.8% | +26.5% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling