+131,933.7%
MSFT vs TRV
+6,550.0%
+125,383.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -1.4% | +0.5% | -1.9% | -1.6% |
| 30D | -1.0% | -4.9% | +3.8% | +0.8% |
| 3M | +20.2% | +23.7% | -3.6% | +10.4% |
| 6M | +21.3% | +20.3% | +1.0% | +12.3% |
| YTD | +2.8% | +27.1% | -24.3% | -7.0% |
| 1Y | 0.0% | +35.3% | -35.4% | -11.9% |
| 3Y | +51.2% | +139.8% | -88.6% | +4.9% |
| 5Y | +71.4% | +153.9% | -82.4% | +14.5% |
| 10Y | +868.6% | +285.9% | +582.8% | +430.2% |
| All | +131,933.7% | +6,550.0% | +125,383.7% | +22,613.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TRV 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling