+872.1%
MSFT vs PSX
+384.6%
+487.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | -3.5% | +1.5% | -5.0% | -3.8% |
| 30D | -2.1% | +15.8% | -17.9% | -5.1% |
| 3M | +24.2% | +43.0% | -18.9% | +15.0% |
| 6M | +21.9% | +61.1% | -39.2% | +9.6% |
| YTD | +2.5% | +104.5% | -102.1% | -12.8% |
| 1Y | -0.8% | +102.5% | -103.3% | -15.7% |
| 3Y | +50.8% | +133.5% | -82.7% | +21.1% |
| 5Y | +73.5% | +367.0% | -293.4% | +13.1% |
| All | +872.1% | +384.6% | +487.4% | +481.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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