+133,470.8%
MSFT vs T
+1,918.9%
+131,551.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.4% |
| 7D | -2.7% | -1.3% | -1.4% | -2.3% |
| 30D | +2.7% | +11.4% | -8.7% | -1.0% |
| 3M | +17.0% | +14.3% | +2.7% | +11.3% |
| 6M | +23.8% | -9.3% | +33.1% | +27.0% |
| YTD | +4.0% | +7.1% | -3.1% | 0.0% |
| 1Y | -0.8% | -9.1% | +8.3% | +0.8% |
| 3Y | +55.6% | +105.3% | -49.7% | +14.3% |
| 5Y | +72.9% | +66.8% | +6.1% | +33.5% |
| 10Y | +875.8% | +66.8% | +809.0% | +634.6% |
| All | +133,470.8% | +1,918.9% | +131,551.9% | +34,072.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling