+913.4%
MSFT vs MSI
+663.2%
+250.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | -2.4% | +2.6% | -5.0% | -3.6% |
| 30D | -3.8% | +18.1% | -21.9% | -11.5% |
| 3M | +6.4% | +13.2% | -6.8% | -0.1% |
| 6M | +28.8% | +36.3% | -7.5% | +9.6% |
| YTD | +8.8% | +39.5% | -30.7% | -9.8% |
| 1Y | +3.2% | +36.9% | -33.7% | -13.7% |
| 3Y | +44.8% | +76.1% | -31.3% | +2.6% |
| 5Y | +61.8% | +123.7% | -61.9% | -1.3% |
| All | +913.4% | +663.2% | +250.2% | +243.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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