+181.6%
MSFT vs MP
+240.8%
-59.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.0% | +2.5% | -3.1% |
| 7D | +1.1% | -19.0% | +20.1% | +2.9% |
| 30D | +1.3% | -30.5% | +31.7% | +4.3% |
| 3M | +10.2% | -29.6% | +39.7% | +13.1% |
| 6M | +30.8% | -50.4% | +81.2% | +37.6% |
| YTD | +11.5% | -33.2% | +44.7% | +13.7% |
| 1Y | +6.5% | -38.6% | +45.1% | +9.0% |
| 3Y | +55.5% | +105.5% | -50.0% | +33.1% |
| 5Y | +66.2% | -7.8% | +74.0% | +54.1% |
| All | +181.6% | +240.8% | -59.2% | +139.3% |
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