+141,733.1%
MSFT vs RF
+1,423.8%
+140,309.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +1.7% | -0.9% | +2.6% | +1.9% |
| 30D | +0.2% | +6.0% | -5.9% | -1.0% |
| 3M | +6.4% | -8.9% | +15.2% | +8.3% |
| 6M | +28.7% | +2.3% | +26.4% | +27.9% |
| YTD | +10.4% | +7.6% | +2.9% | +8.3% |
| 1Y | +7.6% | +21.2% | -13.5% | +2.9% |
| 3Y | +52.3% | +108.5% | -56.2% | +28.8% |
| 5Y | +64.5% | +43.2% | +21.3% | +47.8% |
| 10Y | +917.8% | +288.1% | +629.7% | +611.0% |
| All | +141,733.1% | +1,423.8% | +140,309.2% | +48,501.6% |
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