+141,733.1%
MSFT vs T
+1,619.7%
+140,113.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +1.7% | +1.0% | +0.6% | +1.3% |
| 30D | +0.2% | -10.6% | +10.8% | +3.3% |
| 3M | +6.4% | -7.7% | +14.1% | +8.5% |
| 6M | +28.7% | -13.3% | +42.0% | +33.4% |
| YTD | +10.4% | -8.8% | +19.2% | +11.3% |
| 1Y | +7.6% | -8.4% | +16.0% | +8.3% |
| 3Y | +52.3% | +59.6% | -7.3% | +21.8% |
| 5Y | +64.5% | +52.1% | +12.4% | +29.8% |
| 10Y | +917.8% | +56.9% | +861.0% | +674.5% |
| All | +141,733.1% | +1,619.7% | +140,113.4% | +37,943.3% |
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