+872.1%
MSFT vs MTB
+172.9%
+699.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -3.5% | -0.4% | -3.0% | -3.4% |
| 30D | -2.1% | -4.6% | +2.5% | -1.1% |
| 3M | +24.2% | +7.4% | +16.7% | +22.0% |
| 6M | +21.9% | +18.7% | +3.2% | +16.8% |
| YTD | +2.5% | +21.1% | -18.6% | -2.5% |
| 1Y | -0.8% | +24.1% | -24.8% | -6.3% |
| 3Y | +50.8% | +115.3% | -64.6% | +22.5% |
| 5Y | +73.5% | +106.0% | -32.5% | +40.1% |
| All | +872.1% | +172.9% | +699.2% | +645.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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