+173.9%
MSFT vs MP
+271.0%
-97.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.3% |
| 7D | -6.2% | +2.3% | -8.5% | -6.4% |
| 30D | -3.7% | -15.3% | +11.6% | -2.4% |
| 3M | +3.6% | -33.5% | +37.1% | +7.0% |
| 6M | +26.8% | -45.5% | +72.3% | +32.3% |
| YTD | +8.4% | -27.3% | +35.7% | +9.7% |
| 1Y | +3.3% | -40.7% | +44.0% | +6.1% |
| 3Y | +44.3% | +145.9% | -101.6% | +21.3% |
| 5Y | +63.3% | -13.9% | +77.2% | +51.2% |
| All | +173.9% | +271.0% | -97.1% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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