+1,174.9%
MSFT vs TRU
+238.0%
+936.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +3.9% | +0.1% |
| 7D | -2.7% | -6.8% | +4.1% | -0.2% |
| 30D | +2.7% | 0.0% | +2.7% | +2.6% |
| 3M | +17.0% | +13.3% | +3.7% | +10.8% |
| 6M | +23.8% | +3.4% | +20.4% | +20.8% |
| YTD | +4.0% | -6.4% | +10.4% | +4.4% |
| 1Y | -0.8% | -9.7% | +8.9% | -0.2% |
| 3Y | +55.6% | +0.1% | +55.5% | +40.4% |
| 5Y | +72.9% | -34.0% | +106.9% | +84.4% |
| 10Y | +875.8% | +147.9% | +727.9% | +490.7% |
| All | +1,174.9% | +238.0% | +936.9% | +602.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling