+71.4%
MSFT vs USFR
+20.5%
+51.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -1.0% | +0.3% | -1.3% | -1.7% |
| 3M | +20.2% | +1.0% | +19.2% | +17.8% |
| 6M | +21.3% | +1.9% | +19.3% | +16.8% |
| YTD | +2.8% | +2.7% | +0.1% | -2.7% |
| 1Y | 0.0% | +4.0% | -4.1% | -8.3% |
| 3Y | +51.2% | +14.0% | +37.2% | +16.5% |
| 5Y | +71.4% | +20.4% | +51.0% | +20.8% |
| All | +71.4% | +20.5% | +51.0% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling