+1,213.2%
MSFT vs P
+469.1%
+744.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.7% |
| 7D | +1.7% | -23.8% | +25.5% | +7.1% |
| 30D | +0.2% | -36.6% | +36.8% | +9.3% |
| 3M | +6.4% | +10.9% | -4.5% | +1.9% |
| 6M | +28.7% | +30.0% | -1.3% | +17.2% |
| YTD | +10.4% | +44.4% | -34.0% | -2.8% |
| 1Y | +7.6% | +3.9% | +3.7% | +0.5% |
| 3Y | +52.3% | +176.6% | -124.3% | +5.5% |
| 5Y | +64.5% | +249.3% | -184.8% | +5.0% |
| 10Y | +917.8% | +726.9% | +190.9% | +426.0% |
| All | +1,213.2% | +469.1% | +744.1% | +579.8% |
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 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