+885.0%
MSFT vs P
+694.3%
+190.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | +0.4% |
| 7D | -1.0% | +5.0% | -6.0% | -2.2% |
| 30D | -2.7% | -0.9% | -1.7% | -3.1% |
| 3M | +22.1% | +38.7% | -16.6% | +11.5% |
| 6M | +20.6% | +54.4% | -33.8% | +5.8% |
| YTD | +2.3% | +44.8% | -42.5% | -9.6% |
| 1Y | -0.5% | +22.5% | -23.1% | -10.3% |
| 3Y | +50.5% | +148.2% | -97.7% | +5.0% |
| 5Y | +72.3% | +268.9% | -196.6% | +4.9% |
| 10Y | +885.0% | +696.9% | +188.1% | +382.8% |
| All | +885.0% | +694.3% | +190.7% | +382.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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