+872.1%
MSFT vs TRU
+144.8%
+727.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.5% | -9.4% | +5.9% | +0.1% |
| 30D | -2.1% | -4.1% | +2.0% | -0.6% |
| 3M | +24.2% | +13.6% | +10.6% | +17.5% |
| 6M | +21.9% | +3.6% | +18.3% | +18.7% |
| YTD | +2.5% | -9.8% | +12.3% | +4.3% |
| 1Y | -0.8% | -13.6% | +12.9% | +1.7% |
| 3Y | +50.8% | -2.0% | +52.7% | +36.8% |
| 5Y | +73.5% | -35.8% | +109.3% | +88.3% |
| All | +872.1% | +144.8% | +727.3% | +516.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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