+2,631.1%
MSFT vs MKTX
+1,445.1%
+1,186.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -2.7% | +1.0% | -3.6% | -2.9% |
| 3M | +22.1% | +40.8% | -18.7% | +12.7% |
| 6M | +20.6% | -10.9% | +31.5% | +23.1% |
| YTD | +2.3% | -8.6% | +10.9% | +3.7% |
| 1Y | -0.5% | -11.6% | +11.0% | +1.3% |
| 3Y | +50.5% | -24.5% | +75.1% | +54.3% |
| 5Y | +72.3% | -60.7% | +133.1% | +102.1% |
| 10Y | +885.0% | +5.1% | +879.9% | +809.4% |
| All | +2,631.1% | +1,445.1% | +1,186.1% | +1,091.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling