+133,470.8%
MSFT vs TER
+14,183.4%
+119,287.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -3.4% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | +2.7% | -8.3% | +11.0% | +4.2% |
| 3M | +17.0% | -12.2% | +29.2% | +16.7% |
| 6M | +23.8% | +17.1% | +6.8% | +11.8% |
| YTD | +4.0% | +84.7% | -80.7% | -17.2% |
| 1Y | -0.8% | +199.9% | -200.7% | -31.4% |
| 3Y | +55.6% | +232.8% | -177.2% | 0.0% |
| 5Y | +72.9% | +198.6% | -125.7% | +11.6% |
| 10Y | +875.8% | +1,669.7% | -793.9% | +292.8% |
| All | +133,470.8% | +14,183.4% | +119,287.4% | +23,060.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling