+878.4%
MSFT vs MKTX
+5.0%
+873.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +0.8% | +0.7% | +0.1% | +0.6% |
| 3M | +27.2% | +40.8% | -13.6% | +15.0% |
| 6M | +22.9% | -8.0% | +30.9% | +24.3% |
| YTD | +3.1% | -8.7% | +11.9% | +4.3% |
| 1Y | -0.3% | -11.8% | +11.6% | +1.5% |
| 3Y | +50.1% | -24.0% | +74.1% | +52.5% |
| 5Y | +74.6% | -60.3% | +135.0% | +113.5% |
| All | +878.4% | +5.0% | +873.3% | +900.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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