+113.3%
MSFT vs PL
+45.6%
+67.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | +2.3% | +5.6% | -3.3% | +1.7% |
| 30D | -0.4% | -16.9% | +16.6% | +1.0% |
| 3M | +5.6% | -38.2% | +43.8% | +9.5% |
| 6M | +29.0% | -63.4% | +92.4% | +38.6% |
| YTD | +10.9% | -27.6% | +38.6% | +9.9% |
| 1Y | +6.2% | +6.6% | -0.3% | +0.6% |
| 3Y | +47.6% | +557.6% | -510.0% | +5.1% |
| 5Y | +67.9% | +39.5% | +28.4% | +34.6% |
| All | +113.3% | +45.6% | +67.7% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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