+16,061.4%
MSFT vs MDY
+2,662.7%
+13,398.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | +2.7% | -1.5% | +4.2% | +3.9% |
| 3M | +17.0% | +0.8% | +16.2% | +16.0% |
| 6M | +23.8% | +7.4% | +16.4% | +15.9% |
| YTD | +4.0% | +15.2% | -11.2% | -8.4% |
| 1Y | -0.8% | +16.5% | -17.4% | -13.8% |
| 3Y | +55.6% | +46.8% | +8.8% | +8.8% |
| 5Y | +72.9% | +46.0% | +26.9% | +21.1% |
| 10Y | +875.8% | +172.1% | +703.7% | +288.6% |
| All | +16,061.4% | +2,662.7% | +13,398.7% | +453.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling