+162.6%
MSFT vs MP
+450.8%
-288.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -2.7% | -2.9% | +0.2% | -2.5% |
| 30D | +2.7% | +13.8% | -11.1% | +1.4% |
| 3M | +17.0% | -16.7% | +33.7% | +18.1% |
| 6M | +23.8% | -11.5% | +35.3% | +23.7% |
| YTD | +4.0% | +7.9% | -4.0% | +1.9% |
| 1Y | -0.8% | -15.0% | +14.2% | -1.9% |
| 3Y | +55.6% | +153.5% | -97.9% | +32.1% |
| 5Y | +72.9% | +58.7% | +14.2% | +53.7% |
| All | +162.6% | +450.8% | -288.2% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling