+101.5%
MSFT vs S
-51.5%
+153.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.3% | +6.6% | +1.5% |
| 7D | -2.4% | +4.1% | -6.5% | -3.2% |
| 30D | -3.8% | -7.2% | +3.4% | -2.7% |
| 3M | +6.4% | 0.0% | +6.5% | +5.4% |
| 6M | +28.8% | +41.6% | -12.8% | +19.1% |
| YTD | +8.8% | +48.6% | -39.8% | -0.7% |
| 1Y | +3.2% | +30.0% | -26.9% | -4.0% |
| 3Y | +44.8% | +42.2% | +2.6% | +27.3% |
| 5Y | +61.8% | -70.8% | +132.6% | +65.5% |
| All | +101.5% | -51.5% | +153.1% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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