+872.1%
MSFT vs USFR
+28.0%
+844.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -3.5% | +0.1% | -3.5% | -3.5% |
| 30D | -2.1% | +0.3% | -2.4% | -2.1% |
| 3M | +24.2% | +1.0% | +23.2% | +24.0% |
| 6M | +21.9% | +1.9% | +19.9% | +21.6% |
| YTD | +2.5% | +2.7% | -0.2% | +2.1% |
| 1Y | -0.8% | +4.0% | -4.8% | -1.4% |
| 3Y | +50.8% | +14.1% | +36.7% | +48.2% |
| 5Y | +73.5% | +20.5% | +53.0% | +70.3% |
| All | +872.1% | +28.0% | +844.0% | +870.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USFR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling