+166.5%
MSFT vs PLTR
+1,588.2%
-1,421.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +2.3% | -3.8% | +6.1% | +2.8% |
| 30D | -0.4% | -19.2% | +18.9% | +2.7% |
| 3M | +5.6% | -3.7% | +9.2% | +5.8% |
| 6M | +29.0% | +22.5% | +6.4% | +23.8% |
| YTD | +10.9% | -5.0% | +16.0% | +9.9% |
| 1Y | +6.2% | -12.8% | +19.0% | +6.3% |
| 3Y | +47.6% | +758.3% | -710.7% | +2.4% |
| 5Y | +67.9% | +649.6% | -581.7% | +6.1% |
| All | +166.5% | +1,588.2% | -1,421.7% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTR.
Daily Out/Under-Performance
Portfolio return minus PLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTR 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 PLTR 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