+2,864.4%
MSFT vs TRI
+561.6%
+2,302.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | +0.4% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | +2.7% | +7.9% | -5.2% | -1.1% |
| 3M | +17.0% | +24.1% | -7.1% | +3.7% |
| 6M | +23.8% | +3.8% | +20.0% | +17.7% |
| YTD | +4.0% | -16.9% | +20.8% | +8.6% |
| 1Y | -0.8% | -38.4% | +37.6% | +19.2% |
| 3Y | +55.6% | -12.2% | +67.8% | +53.5% |
| 5Y | +72.9% | -1.8% | +74.7% | +61.0% |
| 10Y | +875.8% | +207.6% | +668.2% | +433.1% |
| All | +2,864.4% | +561.6% | +2,302.8% | +813.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling