+922.9%
MSFT vs RF
+248.4%
+674.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | -0.4% | +6.2% | -6.5% | -1.8% |
| 3M | +5.6% | -7.8% | +13.4% | +7.6% |
| 6M | +29.0% | +5.9% | +23.0% | +26.8% |
| YTD | +10.9% | +9.0% | +1.9% | +7.9% |
| 1Y | +6.2% | +19.3% | -13.0% | +0.8% |
| 3Y | +47.6% | +116.4% | -68.8% | +17.6% |
| 5Y | +67.9% | +46.0% | +21.9% | +45.6% |
| 10Y | +922.9% | +239.8% | +683.1% | +633.1% |
| All | +922.9% | +248.4% | +674.5% | +633.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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