+868.6%
MSFT vs MSI
+590.9%
+277.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | -1.4% | -5.8% | +4.3% | +1.5% |
| 30D | -1.0% | -1.0% | 0.0% | -0.7% |
| 3M | +20.2% | +14.2% | +6.0% | +12.1% |
| 6M | +21.3% | +1.0% | +20.2% | +19.3% |
| YTD | +2.8% | +21.5% | -18.7% | -8.6% |
| 1Y | 0.0% | -2.1% | +2.1% | -0.8% |
| 3Y | +51.2% | +69.3% | -18.1% | +8.7% |
| 5Y | +71.4% | +99.3% | -27.9% | +11.2% |
| 10Y | +868.6% | +595.0% | +273.6% | +273.6% |
| All | +868.6% | +590.9% | +277.7% | +273.6% |
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