+913.4%
MSFT vs MS
+544.7%
+368.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.7% |
| 7D | -2.4% | +3.7% | -6.1% | -3.9% |
| 30D | -3.8% | +2.0% | -5.7% | -4.6% |
| 3M | +6.4% | -12.6% | +19.0% | +12.3% |
| 6M | +28.8% | -0.3% | +29.0% | +27.7% |
| YTD | +8.8% | +9.0% | -0.1% | +3.2% |
| 1Y | +3.2% | +13.9% | -10.7% | -4.2% |
| 3Y | +44.8% | +173.6% | -128.8% | -11.8% |
| 5Y | +61.8% | +122.0% | -60.1% | +6.5% |
| All | +913.4% | +544.7% | +368.7% | +320.0% |
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