+2,368.8%
MSFT vs PM
+752.6%
+1,616.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.3% |
| 7D | -2.7% | -4.9% | +2.2% | -0.7% |
| 30D | +2.7% | -3.4% | +6.1% | +4.0% |
| 3M | +17.0% | +5.2% | +11.8% | +13.8% |
| 6M | +23.8% | +3.7% | +20.1% | +19.9% |
| YTD | +4.0% | +15.8% | -11.8% | -4.3% |
| 1Y | -0.8% | +17.4% | -18.2% | -9.8% |
| 3Y | +55.6% | +116.9% | -61.3% | +2.9% |
| 5Y | +72.9% | +117.3% | -44.4% | +11.7% |
| 10Y | +875.8% | +193.8% | +682.0% | +406.2% |
| All | +2,368.8% | +752.6% | +1,616.1% | +506.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling