+64.1%
MSFT vs MS
+111.6%
-47.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | +1.7% | -1.6% | +3.2% | +2.3% |
| 30D | +0.2% | -3.8% | +3.9% | +1.6% |
| 3M | +6.4% | -14.6% | +21.0% | +12.7% |
| 6M | +28.7% | -5.1% | +33.8% | +30.0% |
| YTD | +10.4% | +4.5% | +5.9% | +6.6% |
| 1Y | +7.6% | +13.5% | -5.9% | +0.3% |
| 3Y | +52.3% | +160.4% | -108.1% | -5.7% |
| All | +64.1% | +111.6% | -47.5% | +6.5% |
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