+73.5%
MSFT vs MKTX
-60.6%
+134.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | -2.1% | +0.8% | -2.9% | -2.3% |
| 3M | +24.2% | +41.1% | -17.0% | +13.9% |
| 6M | +21.9% | -9.5% | +31.4% | +22.0% |
| YTD | +2.5% | -8.7% | +11.2% | +2.2% |
| 1Y | -0.8% | -10.0% | +9.2% | -0.9% |
| 3Y | +50.8% | -24.6% | +75.4% | +50.4% |
| 5Y | +73.5% | -60.3% | +133.8% | +94.7% |
| All | +73.5% | -60.6% | +134.1% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling