+145,627.7%
MSFT vs T
+1,633.2%
+143,994.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +2.0% | +2.5% |
| 7D | +7.5% | +1.7% | +5.8% | +6.9% |
| 30D | +1.9% | -1.7% | +3.6% | +2.1% |
| 3M | +9.2% | -7.3% | +16.6% | +11.3% |
| 6M | +31.9% | -11.2% | +43.1% | +35.6% |
| YTD | +13.4% | -8.1% | +21.5% | +14.1% |
| 1Y | +10.6% | -8.0% | +18.7% | +11.1% |
| 3Y | +54.7% | +62.1% | -7.4% | +23.1% |
| 5Y | +69.1% | +55.7% | +13.4% | +32.3% |
| 10Y | +920.4% | +54.1% | +866.3% | +682.0% |
| All | +145,627.7% | +1,633.2% | +143,994.4% | +38,886.9% |
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 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