+870.5%
MSFT vs USFR
+28.0%
+842.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -2.7% | +0.3% | -2.9% | -2.7% |
| 3M | +22.1% | +1.0% | +21.1% | +21.9% |
| 6M | +20.6% | +1.9% | +18.6% | +20.3% |
| YTD | +2.3% | +2.7% | -0.3% | +1.9% |
| 1Y | -0.5% | +4.0% | -4.5% | -1.2% |
| 3Y | +50.5% | +14.0% | +36.5% | +47.9% |
| 5Y | +72.3% | +20.4% | +51.9% | +69.1% |
| All | +870.5% | +28.0% | +842.5% | +868.7% |
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