+889.0%
MSFT vs T
+55.6%
+833.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +1.7% | +1.0% | +0.6% | +1.5% |
| 30D | +0.2% | -10.6% | +10.8% | +2.1% |
| 3M | +6.4% | -7.7% | +14.1% | +7.7% |
| 6M | +28.7% | -13.3% | +42.0% | +31.7% |
| YTD | +10.4% | -8.8% | +19.2% | +10.8% |
| 1Y | +7.6% | -8.4% | +16.0% | +7.8% |
| 3Y | +52.3% | +59.6% | -7.3% | +26.5% |
| 5Y | +64.5% | +52.1% | +12.4% | +35.0% |
| All | +889.0% | +55.6% | +833.4% | +685.4% |
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