+101.1%
MSFT vs MNDY
-49.8%
+151.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | +0.3% |
| 7D | -0.8% | -4.6% | +3.8% | -0.1% |
| 30D | +0.8% | +1.0% | -0.2% | +0.4% |
| 3M | +27.2% | +9.1% | +18.1% | +24.5% |
| 6M | +22.9% | +14.2% | +8.7% | +18.7% |
| YTD | +3.1% | -41.1% | +44.3% | +9.7% |
| 1Y | -0.3% | -54.7% | +54.5% | +9.7% |
| 3Y | +50.1% | -50.6% | +100.7% | +55.1% |
| 5Y | +74.6% | -76.7% | +151.3% | +73.5% |
| All | +101.1% | -49.8% | +151.0% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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