+223.5%
MSFT vs TE
-53.2%
+276.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.9% | +0.5% |
| 7D | -3.5% | +0.9% | -4.3% | -3.6% |
| 30D | -2.1% | -16.3% | +14.2% | -1.3% |
| 3M | +24.2% | -40.8% | +64.9% | +26.3% |
| 6M | +21.9% | -42.6% | +64.5% | +22.5% |
| YTD | +2.5% | -31.4% | +33.9% | +1.3% |
| 1Y | -0.8% | +144.9% | -145.7% | -10.8% |
| 3Y | +50.8% | -26.0% | +76.8% | +42.8% |
| 5Y | +73.5% | -48.5% | +122.0% | +65.2% |
| All | +223.5% | -53.2% | +276.7% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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