+69.1%
MSFT vs MS
+120.4%
-51.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +1.5% |
| 7D | +7.5% | +0.7% | +6.8% | +7.3% |
| 30D | +1.9% | -0.9% | +2.8% | +2.2% |
| 3M | +9.2% | -13.0% | +22.2% | +14.9% |
| 6M | +31.9% | -2.0% | +33.8% | +31.6% |
| YTD | +13.4% | +7.8% | +5.7% | +8.3% |
| 1Y | +10.6% | +17.9% | -7.2% | +1.6% |
| 3Y | +54.7% | +174.8% | -120.1% | -6.4% |
| 5Y | +69.1% | +119.9% | -50.8% | +8.4% |
| All | +69.1% | +120.4% | -51.3% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling