+72.1%
MSFT vs USB
+23.7%
+48.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.9% | +4.8% | +6.3% |
| 7D | +4.7% | +2.4% | +2.3% | +4.1% |
| 30D | +5.8% | +6.6% | -0.7% | +4.3% |
| 3M | +13.0% | -4.1% | +17.1% | +14.0% |
| 6M | +34.9% | +12.5% | +22.4% | +31.1% |
| YTD | +15.7% | +17.6% | -2.0% | +11.0% |
| 1Y | +9.0% | +36.5% | -27.5% | +0.8% |
| 3Y | +61.2% | +95.4% | -34.2% | +34.4% |
| 5Y | +72.1% | +26.1% | +46.0% | +62.8% |
| All | +72.1% | +23.7% | +48.4% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling