+61.8%
MSFT vs TPR
+223.9%
-162.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.4% | -1.1% | -1.3% | -2.2% |
| 30D | -3.8% | +15.1% | -18.9% | -6.6% |
| 3M | +6.4% | -13.4% | +19.8% | +8.9% |
| 6M | +28.8% | +1.4% | +27.4% | +27.2% |
| YTD | +8.8% | +4.8% | +4.1% | +5.5% |
| 1Y | +3.2% | +29.2% | -26.0% | -5.1% |
| 3Y | +44.8% | +403.7% | -358.9% | -11.5% |
| 5Y | +61.8% | +230.8% | -169.0% | +7.3% |
| All | +61.8% | +223.9% | -162.1% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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