+145,627.6%
MSFT vs RF
+1,457.2%
+144,170.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.6% | +2.3% |
| 7D | +7.5% | -0.1% | +7.6% | +7.6% |
| 30D | +1.9% | +7.0% | -5.1% | +0.5% |
| 3M | +9.2% | -7.0% | +16.3% | +10.8% |
| 6M | +31.9% | +6.8% | +25.1% | +29.9% |
| YTD | +13.4% | +9.9% | +3.5% | +10.8% |
| 1Y | +10.6% | +21.1% | -10.5% | +5.8% |
| 3Y | +54.7% | +119.6% | -64.9% | +29.5% |
| 5Y | +69.1% | +46.2% | +22.9% | +51.3% |
| 10Y | +920.4% | +261.5% | +658.9% | +622.5% |
| All | +145,627.6% | +1,457.2% | +144,170.4% | +49,623.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling