+72.3%
MSFT vs TRU
-36.4%
+108.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -1.0% | -6.5% | +5.4% | +0.9% |
| 30D | -2.7% | -2.5% | -0.2% | -2.0% |
| 3M | +22.1% | +10.4% | +11.7% | +17.9% |
| 6M | +20.6% | +1.6% | +18.9% | +18.8% |
| YTD | +2.3% | -9.7% | +12.0% | +3.7% |
| 1Y | -0.5% | -17.3% | +16.7% | +2.8% |
| 3Y | +50.5% | -1.8% | +52.4% | +42.4% |
| 5Y | +72.3% | -36.2% | +108.6% | +96.6% |
| All | +72.3% | -36.4% | +108.8% | +96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling