+3,361.4%
MSFT vs TMF
-68.9%
+3,430.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -2.7% | -1.4% | -1.3% | -2.8% |
| 30D | +2.7% | -2.8% | +5.5% | +2.4% |
| 3M | +17.0% | -10.9% | +27.9% | +15.7% |
| 6M | +23.8% | -21.3% | +45.1% | +21.0% |
| YTD | +4.0% | -15.9% | +19.9% | +2.4% |
| 1Y | -0.8% | -15.7% | +14.9% | -2.2% |
| 3Y | +55.6% | -43.4% | +99.0% | +49.7% |
| 5Y | +72.9% | -87.8% | +160.7% | +38.7% |
| 10Y | +875.8% | -86.7% | +962.5% | +745.1% |
| All | +3,361.4% | -68.9% | +3,430.3% | +3,798.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling