+920.4%
MSFT vs MPC
+1,165.8%
-245.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.6% | -1.9% | +1.9% |
| 7D | +7.5% | -9.4% | +16.9% | +9.3% |
| 30D | +1.9% | -14.3% | +16.2% | +4.6% |
| 3M | +9.2% | +31.1% | -21.9% | +2.8% |
| 6M | +31.9% | +60.3% | -28.4% | +18.9% |
| YTD | +13.4% | +142.5% | -129.1% | -6.8% |
| 1Y | +10.6% | +104.6% | -93.9% | -5.9% |
| 3Y | +54.7% | +191.7% | -137.0% | +18.9% |
| 5Y | +69.1% | +549.2% | -480.1% | +5.4% |
| 10Y | +920.4% | +1,106.2% | -185.8% | +445.3% |
| All | +920.4% | +1,165.8% | -245.4% | +445.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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