+878.4%
MSFT vs TRI
+196.2%
+682.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.2% |
| 7D | -0.8% | -7.9% | +7.1% | +3.0% |
| 30D | +0.8% | -4.5% | +5.3% | +2.6% |
| 3M | +27.2% | +22.1% | +5.1% | +11.9% |
| 6M | +22.9% | -2.8% | +25.7% | +20.2% |
| YTD | +3.1% | -23.4% | +26.5% | +14.0% |
| 1Y | -0.3% | -41.5% | +41.3% | +28.6% |
| 3Y | +50.1% | -19.2% | +69.3% | +50.0% |
| 5Y | +74.6% | -9.4% | +84.0% | +58.8% |
| All | +878.4% | +196.2% | +682.2% | +378.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded TRI 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling