+179.8%
MSFT vs U
-32.9%
+212.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.9% |
| 7D | +2.3% | +24.4% | -22.0% | -1.3% |
| 30D | -0.4% | +7.4% | -7.7% | -1.8% |
| 3M | +5.6% | +16.8% | -11.2% | +2.5% |
| 6M | +29.0% | +78.8% | -49.8% | +17.0% |
| YTD | +10.9% | +14.0% | -3.0% | +5.3% |
| 1Y | +6.2% | +16.7% | -10.5% | +0.3% |
| 3Y | +47.6% | +86.4% | -38.8% | +21.8% |
| 5Y | +67.9% | -71.5% | +139.4% | +66.6% |
| All | +179.8% | -32.9% | +212.6% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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