+885.0%
MSFT vs PODD
+218.3%
+666.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.2% |
| 7D | -1.0% | -6.9% | +5.9% | +0.4% |
| 30D | -2.7% | -3.5% | +0.8% | -2.0% |
| 3M | +22.1% | -13.6% | +35.7% | +24.8% |
| 6M | +20.6% | -42.6% | +63.2% | +33.7% |
| YTD | +2.3% | -51.5% | +53.8% | +17.4% |
| 1Y | -0.5% | -60.9% | +60.4% | +19.2% |
| 3Y | +50.5% | -19.8% | +70.3% | +47.7% |
| 5Y | +72.3% | -54.4% | +126.7% | +87.3% |
| 10Y | +885.0% | +236.1% | +649.0% | +662.8% |
| All | +885.0% | +218.3% | +666.7% | +662.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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