+1,959.1%
MSFT vs PSX
+1,139.4%
+819.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -2.7% | +4.5% | -7.2% | -3.7% |
| 30D | +2.7% | +26.6% | -23.9% | -2.7% |
| 3M | +17.0% | +39.3% | -22.3% | +8.3% |
| 6M | +23.8% | +56.8% | -33.0% | +11.1% |
| YTD | +4.0% | +101.8% | -97.8% | -12.3% |
| 1Y | -0.8% | +99.6% | -100.4% | -16.5% |
| 3Y | +55.6% | +140.3% | -84.7% | +22.3% |
| 5Y | +72.9% | +339.3% | -266.4% | +12.2% |
| 10Y | +875.8% | +369.9% | +505.9% | +470.8% |
| All | +1,959.1% | +1,139.4% | +819.6% | +844.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling