+922.9%
MSFT vs MSI
+670.3%
+252.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +2.3% | +7.4% | -5.1% | -1.3% |
| 30D | -0.4% | +18.7% | -19.1% | -8.6% |
| 3M | +5.6% | +14.5% | -8.9% | -1.5% |
| 6M | +29.0% | +38.1% | -9.2% | +9.0% |
| YTD | +10.9% | +38.7% | -27.8% | -7.7% |
| 1Y | +6.2% | +35.4% | -29.2% | -10.6% |
| 3Y | +47.6% | +75.1% | -27.5% | +4.9% |
| 5Y | +67.9% | +126.4% | -58.5% | +1.8% |
| 10Y | +922.9% | +671.4% | +251.5% | +246.0% |
| All | +922.9% | +670.3% | +252.5% | +246.0% |
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