+876.0%
MSFT vs T
+65.5%
+810.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.6% |
| 7D | -2.7% | -1.3% | -1.4% | -2.4% |
| 30D | +2.7% | +11.4% | -8.7% | +0.4% |
| 3M | +17.0% | +14.3% | +2.7% | +13.4% |
| 6M | +23.8% | -9.3% | +33.1% | +26.1% |
| YTD | +4.0% | +7.1% | -3.1% | +1.3% |
| 1Y | -0.8% | -9.1% | +8.3% | +0.7% |
| 3Y | +55.6% | +105.3% | -49.7% | +21.4% |
| 5Y | +72.9% | +66.8% | +6.1% | +42.0% |
| All | +876.0% | +65.5% | +810.4% | +705.0% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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