+894.4%
MSFT vs TLT
-12.5%
+906.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.2% |
| 7D | -6.2% | -1.0% | -5.2% | -6.4% |
| 30D | -3.7% | +3.7% | -7.4% | -3.1% |
| 3M | +3.6% | -0.8% | +4.4% | +3.5% |
| 6M | +26.8% | -3.6% | +30.4% | +26.0% |
| YTD | +8.4% | -3.9% | +12.4% | +7.7% |
| 1Y | +3.3% | -6.2% | +9.5% | +2.2% |
| 3Y | +44.3% | +4.2% | +40.1% | +46.1% |
| 5Y | +63.3% | -34.7% | +98.0% | +41.3% |
| 10Y | +894.4% | -11.8% | +906.2% | +852.0% |
| All | +894.4% | -12.5% | +906.8% | +852.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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