+131,933.8%
MSFT vs MO
+15,145.8%
+116,788.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.9% |
| 7D | -1.4% | -2.0% | +0.6% | -0.9% |
| 30D | -1.0% | -0.3% | -0.8% | -1.0% |
| 3M | +20.2% | -2.9% | +23.1% | +20.3% |
| 6M | +21.3% | +5.8% | +15.5% | +18.0% |
| YTD | +2.8% | +22.0% | -19.2% | -3.9% |
| 1Y | 0.0% | +10.7% | -10.7% | -4.2% |
| 3Y | +51.2% | +94.4% | -43.1% | +22.6% |
| 5Y | +71.4% | +97.2% | -25.7% | +36.6% |
| 10Y | +868.6% | +103.0% | +765.6% | +641.5% |
| All | +131,933.8% | +15,145.8% | +116,788.0% | +23,193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling