+71.4%
MSFT vs PM
+122.3%
-50.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.2% |
| 7D | -1.4% | -1.3% | -0.1% | -1.3% |
| 30D | -1.0% | -2.6% | +1.5% | -0.8% |
| 3M | +20.2% | +5.8% | +14.4% | +19.2% |
| 6M | +21.3% | +10.6% | +10.7% | +19.5% |
| YTD | +2.8% | +17.2% | -14.4% | +0.4% |
| 1Y | 0.0% | +17.6% | -17.7% | -2.6% |
| 3Y | +51.2% | +124.3% | -73.0% | +27.7% |
| 5Y | +71.4% | +125.1% | -53.6% | +44.9% |
| All | +71.4% | +122.3% | -50.8% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling