+2,106.0%
MSFT vs MSCI
+3,095.4%
-989.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.1% |
| 7D | +1.7% | +2.8% | -1.2% | +0.6% |
| 30D | +0.2% | +15.4% | -15.3% | -5.5% |
| 3M | +6.4% | +13.4% | -7.1% | +1.0% |
| 6M | +28.7% | +10.9% | +17.8% | +22.9% |
| YTD | +10.4% | +13.0% | -2.6% | +4.1% |
| 1Y | +7.6% | +12.0% | -4.4% | +1.7% |
| 3Y | +52.3% | +34.1% | +18.2% | +30.3% |
| 5Y | +64.5% | +3.9% | +60.6% | +52.8% |
| 10Y | +917.8% | +802.0% | +115.8% | +338.1% |
| All | +2,106.0% | +3,095.4% | -989.3% | +480.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling