+72.3%
MSFT vs MO
+96.7%
-24.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -1.0% | -2.4% | +1.4% | -1.1% |
| 30D | -2.7% | +3.6% | -6.3% | -2.6% |
| 3M | +22.1% | -3.7% | +25.8% | +21.5% |
| 6M | +20.6% | +4.5% | +16.1% | +19.3% |
| YTD | +2.3% | +21.5% | -19.2% | 0.0% |
| 1Y | -0.5% | +9.5% | -10.1% | -2.1% |
| 3Y | +50.5% | +93.6% | -43.0% | +37.7% |
| 5Y | +72.3% | +97.5% | -25.2% | +59.5% |
| All | +72.3% | +96.7% | -24.3% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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