+64.1%
MSFT vs TMF
-88.0%
+152.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +1.7% | +1.2% | +0.5% | +1.6% |
| 30D | +0.2% | +19.7% | -19.6% | -0.1% |
| 3M | +6.4% | -2.1% | +8.4% | +6.4% |
| 6M | +28.7% | -13.4% | +42.1% | +28.9% |
| YTD | +10.4% | -16.7% | +27.1% | +10.6% |
| 1Y | +7.6% | -23.3% | +31.0% | +7.9% |
| 3Y | +52.3% | -24.8% | +77.1% | +51.6% |
| All | +64.1% | -88.0% | +152.0% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 5y: compounded portfolio wealth divided by compounded TMF 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…
5y analysis · Full analysis span regression · 6 months rolling