+141,733.1%
MSFT vs TER
+8,630.0%
+133,103.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.6% |
| 7D | +1.7% | -20.5% | +22.1% | +6.9% |
| 30D | +0.2% | -47.0% | +47.2% | +15.5% |
| 3M | +6.4% | -43.3% | +49.6% | +19.1% |
| 6M | +28.7% | -42.9% | +71.6% | +39.0% |
| YTD | +10.4% | +12.9% | -2.5% | -2.7% |
| 1Y | +7.6% | +18.2% | -10.6% | -6.6% |
| 3Y | +52.3% | +151.8% | -99.5% | +2.7% |
| 5Y | +64.5% | +54.2% | +10.3% | +22.8% |
| 10Y | +917.8% | +908.2% | +9.6% | +361.3% |
| All | +141,733.1% | +8,630.0% | +133,103.1% | +27,125.4% |
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