+33,036.0%
MSFT vs MS
+6,088.6%
+26,947.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -2.7% | +1.4% | -4.1% | -3.1% |
| 30D | +2.7% | -0.3% | +3.0% | +2.7% |
| 3M | +17.0% | +0.3% | +16.7% | +16.4% |
| 6M | +23.8% | +31.3% | -7.5% | +13.4% |
| YTD | +4.0% | +24.7% | -20.7% | -3.5% |
| 1Y | -0.8% | +47.9% | -48.7% | -12.7% |
| 3Y | +55.6% | +178.3% | -122.7% | +11.2% |
| 5Y | +72.9% | +144.9% | -72.0% | +27.6% |
| 10Y | +875.8% | +804.5% | +71.3% | +374.9% |
| All | +33,036.0% | +6,088.6% | +26,947.4% | +5,535.9% |
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 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