+1,136.7%
MSFT vs P
+485.4%
+651.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.3% |
| 7D | -2.7% | +6.5% | -9.2% | -4.0% |
| 30D | +2.7% | +18.8% | -16.1% | -1.7% |
| 3M | +17.0% | +26.7% | -9.8% | +9.5% |
| 6M | +23.8% | +62.2% | -38.4% | +8.5% |
| YTD | +4.0% | +48.5% | -44.5% | -7.8% |
| 1Y | -0.8% | +26.4% | -27.2% | -10.5% |
| 3Y | +55.6% | +159.4% | -103.8% | +10.9% |
| 5Y | +72.9% | +275.8% | -202.9% | +10.0% |
| 10Y | +875.8% | +732.0% | +143.8% | +408.2% |
| All | +1,136.7% | +485.4% | +651.4% | +544.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling