+71.4%
MSFT vs MTB
+102.5%
-31.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -1.4% | +2.8% | -4.2% | -1.9% |
| 30D | -1.0% | -4.2% | +3.2% | -0.3% |
| 3M | +20.2% | +7.8% | +12.4% | +18.3% |
| 6M | +21.3% | +14.8% | +6.4% | +17.7% |
| YTD | +2.8% | +20.8% | -18.0% | -1.4% |
| 1Y | 0.0% | +23.1% | -23.2% | -4.7% |
| 3Y | +51.2% | +114.8% | -63.6% | +26.1% |
| 5Y | +71.4% | +103.3% | -31.8% | +51.9% |
| All | +71.4% | +102.5% | -31.0% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling