+915.1%
MSFT vs TER
+998.2%
-83.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +1.5% |
| 7D | -1.3% | +14.4% | -15.6% | -4.8% |
| 30D | -1.8% | -30.6% | +28.7% | +6.3% |
| 3M | +5.6% | -39.2% | +44.8% | +16.8% |
| 6M | +29.8% | -31.3% | +61.1% | +33.0% |
| YTD | +9.0% | +29.1% | -20.1% | -12.7% |
| 1Y | +4.9% | +47.4% | -42.5% | -19.9% |
| 3Y | +46.2% | +191.2% | -145.0% | -21.2% |
| 5Y | +62.1% | +74.0% | -11.9% | +2.0% |
| All | +915.1% | +998.2% | -83.1% | +199.6% |
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