+868.6%
MSFT vs MSCI
+594.9%
+273.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | +0.7% |
| 7D | -1.4% | -2.1% | +0.7% | -0.4% |
| 30D | -1.0% | -1.7% | +0.7% | -0.2% |
| 3M | +20.2% | -8.2% | +28.4% | +24.7% |
| 6M | +21.3% | -2.4% | +23.7% | +21.9% |
| YTD | +2.8% | -2.8% | +5.6% | +2.8% |
| 1Y | 0.0% | -2.7% | +2.6% | -0.8% |
| 3Y | +51.2% | +7.3% | +43.9% | +37.2% |
| 5Y | +71.4% | -11.4% | +82.9% | +67.3% |
| 10Y | +868.6% | +605.8% | +262.8% | +238.7% |
| All | +868.6% | +594.9% | +273.7% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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