+917.3%
MSFT vs MS
+565.0%
+352.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.3% |
| 7D | +2.3% | +0.8% | +1.5% | +2.1% |
| 30D | -0.4% | -0.7% | +0.3% | -0.1% |
| 3M | +5.6% | -12.4% | +17.9% | +11.3% |
| 6M | +29.0% | -1.7% | +30.7% | +28.7% |
| YTD | +10.9% | +8.0% | +2.9% | +5.6% |
| 1Y | +6.2% | +16.2% | -10.0% | -2.2% |
| 3Y | +47.6% | +171.3% | -123.7% | -9.7% |
| 5Y | +67.9% | +124.8% | -56.8% | +9.9% |
| All | +917.3% | +565.0% | +352.3% | +330.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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