+893.1%
MSFT vs PM
+236.9%
+656.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | +1.7% | -5.2% | +6.9% | +3.1% |
| 30D | +0.2% | +2.7% | -2.5% | -0.7% |
| 3M | +6.4% | +6.1% | +0.2% | +4.5% |
| 6M | +28.7% | +18.0% | +10.7% | +21.9% |
| YTD | +10.4% | +26.6% | -16.2% | +1.7% |
| 1Y | +7.6% | +36.7% | -29.1% | -3.3% |
| 3Y | +52.3% | +146.0% | -93.7% | +8.0% |
| 5Y | +64.5% | +164.1% | -99.6% | +11.3% |
| All | +893.1% | +236.9% | +656.2% | +464.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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