+915.1%
MSFT vs T
+60.4%
+854.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.3% | +2.5% | -3.8% | -1.8% |
| 30D | -1.8% | -3.8% | +1.9% | -1.3% |
| 3M | +5.6% | -8.7% | +14.4% | +7.2% |
| 6M | +29.8% | -8.1% | +37.9% | +31.2% |
| YTD | +9.0% | -6.4% | +15.5% | +8.8% |
| 1Y | +4.9% | -9.8% | +14.7% | +5.7% |
| 3Y | +46.2% | +65.5% | -19.3% | +20.5% |
| 5Y | +62.1% | +57.0% | +5.2% | +32.1% |
| All | +915.1% | +60.4% | +854.7% | +709.9% |
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