+63.3%
MSFT vs PSX
+300.2%
-236.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.4% | -2.6% |
| 7D | -6.2% | -0.4% | -5.9% | -6.2% |
| 30D | -3.7% | -8.1% | +4.4% | -3.0% |
| 3M | +3.6% | +15.9% | -12.3% | +1.6% |
| 6M | +26.8% | +49.4% | -22.6% | +20.5% |
| YTD | +8.4% | +104.7% | -96.2% | -1.7% |
| 1Y | +3.3% | +89.1% | -85.8% | -5.4% |
| 3Y | +44.3% | +151.7% | -107.5% | +23.7% |
| 5Y | +63.3% | +298.3% | -235.0% | +31.3% |
| All | +63.3% | +300.2% | -236.9% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling