+894.4%
MSFT vs USFR
+28.5%
+865.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -6.2% | +0.1% | -6.3% | -6.2% |
| 30D | -3.7% | +0.4% | -4.1% | -3.7% |
| 3M | +3.6% | +1.1% | +2.6% | +3.5% |
| 6M | +26.8% | +2.1% | +24.7% | +26.5% |
| YTD | +8.4% | +3.4% | +5.0% | +8.0% |
| 1Y | +3.3% | +4.1% | -0.8% | +2.7% |
| 3Y | +44.3% | +14.4% | +29.9% | +42.0% |
| 5Y | +63.3% | +21.4% | +41.9% | +60.6% |
| 10Y | +894.4% | +28.5% | +865.8% | +895.3% |
| All | +894.4% | +28.5% | +865.8% | +895.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling