+868.6%
MSFT vs PM
+196.3%
+672.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -1.4% | -1.3% | -0.1% | -1.1% |
| 30D | -1.0% | -2.6% | +1.5% | -0.4% |
| 3M | +20.2% | +5.8% | +14.4% | +17.8% |
| 6M | +21.3% | +10.6% | +10.7% | +16.6% |
| YTD | +2.8% | +17.2% | -14.4% | -3.3% |
| 1Y | 0.0% | +17.6% | -17.7% | -6.4% |
| 3Y | +51.2% | +124.3% | -73.0% | +9.8% |
| 5Y | +71.4% | +125.1% | -53.6% | +22.1% |
| 10Y | +868.6% | +198.6% | +670.0% | +469.8% |
| All | +868.6% | +196.3% | +672.3% | +469.8% |
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