+915.1%
MSFT vs P
+652.0%
+263.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | -1.3% | +11.6% | -12.9% | -3.7% |
| 30D | -1.8% | -23.7% | +21.8% | +3.4% |
| 3M | +5.6% | -8.0% | +13.6% | +5.7% |
| 6M | +29.8% | +27.9% | +1.9% | +18.1% |
| YTD | +9.0% | +61.2% | -52.1% | -7.5% |
| 1Y | +4.9% | +28.6% | -23.7% | -7.4% |
| 3Y | +46.2% | +200.5% | -154.3% | -4.7% |
| 5Y | +62.1% | +282.9% | -220.8% | -4.2% |
| All | +915.1% | +652.0% | +263.1% | +398.7% |
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