+889.0%
MSFT vs USB
+92.8%
+796.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +0.2% | +5.8% | -5.7% | -1.6% |
| 3M | +6.4% | -6.0% | +12.3% | +8.2% |
| 6M | +28.7% | +7.8% | +20.9% | +25.5% |
| YTD | +10.4% | +14.6% | -4.2% | +5.4% |
| 1Y | +7.6% | +31.8% | -24.2% | -1.7% |
| 3Y | +52.3% | +91.5% | -39.2% | +21.2% |
| 5Y | +64.5% | +22.0% | +42.5% | +49.0% |
| All | +889.0% | +92.8% | +796.2% | +718.9% |
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