+889.0%
MSFT vs MS
+616.2%
+272.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | +1.7% | -1.6% | +3.2% | +2.4% |
| 30D | +0.2% | -3.8% | +3.9% | +1.7% |
| 3M | +6.4% | -14.6% | +21.0% | +13.2% |
| 6M | +28.7% | -5.1% | +33.8% | +30.3% |
| YTD | +10.4% | +4.5% | +5.9% | +6.6% |
| 1Y | +7.6% | +13.5% | -5.9% | +0.1% |
| 3Y | +52.3% | +160.4% | -108.1% | -4.6% |
| 5Y | +64.5% | +112.9% | -48.3% | +10.8% |
| All | +889.0% | +616.2% | +272.8% | +344.9% |
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