+872.1%
MSFT vs TRI
+191.2%
+680.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.8% |
| 7D | -3.5% | -14.4% | +10.9% | +3.7% |
| 30D | -2.1% | -8.1% | +6.0% | +1.4% |
| 3M | +24.2% | +17.5% | +6.6% | +11.3% |
| 6M | +21.9% | -5.0% | +26.8% | +20.5% |
| YTD | +2.5% | -24.7% | +27.2% | +14.2% |
| 1Y | -0.8% | -41.5% | +40.7% | +27.6% |
| 3Y | +50.8% | -20.3% | +71.1% | +51.6% |
| 5Y | +73.5% | -10.9% | +84.4% | +59.1% |
| All | +872.1% | +191.2% | +680.8% | +379.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling