+922.9%
MSFT vs USB
+87.1%
+835.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +2.3% | +1.4% | +0.9% | +2.0% |
| 30D | -0.4% | +6.4% | -6.8% | -2.2% |
| 3M | +5.6% | -4.5% | +10.0% | +6.9% |
| 6M | +29.0% | +11.4% | +17.6% | +24.5% |
| YTD | +10.9% | +17.1% | -6.2% | +5.2% |
| 1Y | +6.2% | +32.6% | -26.4% | -3.1% |
| 3Y | +47.6% | +101.8% | -54.2% | +15.5% |
| 5Y | +67.9% | +25.1% | +42.8% | +51.0% |
| 10Y | +922.9% | +84.9% | +838.0% | +712.2% |
| All | +922.9% | +87.1% | +835.8% | +712.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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