+868.6%
MSFT vs TER
+1,753.0%
-884.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -2.2% |
| 7D | -1.4% | +11.0% | -12.4% | -4.2% |
| 30D | -1.0% | -1.9% | +0.9% | -1.3% |
| 3M | +20.2% | -0.7% | +20.9% | +15.7% |
| 6M | +21.3% | +36.4% | -15.1% | +2.1% |
| YTD | +2.8% | +92.4% | -89.7% | -24.1% |
| 1Y | 0.0% | +213.5% | -213.6% | -39.1% |
| 3Y | +51.2% | +277.2% | -226.0% | -20.7% |
| 5Y | +71.4% | +219.1% | -147.7% | -8.9% |
| 10Y | +868.6% | +1,744.2% | -875.6% | +133.0% |
| All | +868.6% | +1,753.0% | -884.3% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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