+141,733.1%
MSFT vs MSI
+4,457.4%
+137,275.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +1.7% | +4.7% | -3.0% | +0.1% |
| 30D | +0.2% | +14.8% | -14.6% | -4.5% |
| 3M | +6.4% | +8.8% | -2.5% | +3.2% |
| 6M | +28.7% | +19.3% | +9.4% | +20.3% |
| YTD | +10.4% | +35.3% | -24.9% | -1.5% |
| 1Y | +7.6% | +33.8% | -26.1% | -3.7% |
| 3Y | +52.3% | +74.4% | -22.1% | +23.2% |
| 5Y | +64.5% | +120.5% | -56.0% | +22.7% |
| 10Y | +917.8% | +685.2% | +232.6% | +394.8% |
| All | +141,733.1% | +4,457.4% | +137,275.6% | +19,860.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling