+1,977.5%
MSFT vs MSCI
+2,756.4%
-778.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -1.9% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | +2.7% | +0.6% | +2.1% | +2.5% |
| 3M | +17.0% | -7.1% | +24.0% | +19.9% |
| 6M | +23.8% | +0.8% | +23.0% | +22.9% |
| YTD | +4.0% | +1.0% | +3.0% | +2.7% |
| 1Y | -0.8% | +4.3% | -5.1% | -3.8% |
| 3Y | +55.6% | +9.9% | +45.7% | +44.2% |
| 5Y | +72.9% | -6.8% | +79.7% | +67.7% |
| 10Y | +875.8% | +614.7% | +261.1% | +356.7% |
| All | +1,977.5% | +2,756.4% | -778.9% | +472.5% |
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