+178.9%
MSFT vs MP
+257.7%
-78.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.9% | -1.4% |
| 7D | +1.7% | -10.5% | +12.2% | +2.6% |
| 30D | +0.2% | -23.5% | +23.7% | +2.4% |
| 3M | +6.4% | -25.4% | +31.8% | +8.7% |
| 6M | +28.7% | -51.3% | +80.0% | +35.6% |
| YTD | +10.4% | -29.9% | +40.3% | +12.0% |
| 1Y | +7.6% | -31.8% | +39.5% | +9.2% |
| 3Y | +52.3% | +127.0% | -74.7% | +29.1% |
| 5Y | +64.5% | -3.3% | +67.8% | +51.9% |
| All | +178.9% | +257.7% | -78.8% | +135.9% |
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