+66.2%
MSFT vs PL
+11.6%
+54.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -10.1% | +6.5% | -2.7% |
| 7D | +1.1% | -20.5% | +21.6% | +3.1% |
| 30D | +1.3% | -38.8% | +40.0% | +5.5% |
| 3M | +10.2% | -49.1% | +59.3% | +16.3% |
| 6M | +30.8% | -69.4% | +100.2% | +42.6% |
| YTD | +11.5% | -42.3% | +53.9% | +12.8% |
| 1Y | +6.5% | -14.2% | +20.7% | +2.9% |
| 3Y | +55.5% | +398.7% | -343.2% | +13.8% |
| 5Y | +66.2% | +11.1% | +55.0% | +37.0% |
| All | +66.2% | +11.6% | +54.6% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling