+35,438.5%
MSFT vs MS
+5,117.3%
+30,321.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.9% | +2.4% | -1.8% |
| 7D | +1.1% | -3.4% | +4.5% | +2.2% |
| 30D | +1.3% | -3.9% | +5.2% | +2.5% |
| 3M | +10.2% | -15.9% | +26.1% | +15.8% |
| 6M | +30.8% | -2.5% | +33.3% | +31.1% |
| YTD | +11.5% | +5.1% | +6.4% | +8.8% |
| 1Y | +6.5% | +13.0% | -6.4% | +1.7% |
| 3Y | +55.5% | +160.7% | -105.2% | +13.4% |
| 5Y | +66.2% | +114.0% | -47.9% | +27.7% |
| 10Y | +928.0% | +637.5% | +290.6% | +431.2% |
| All | +35,438.5% | +5,117.3% | +30,321.1% | +6,256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling