+1,567.4%
MSFT vs USFR
+27.5%
+1,539.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.1% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +2.7% | +0.3% | +2.4% | +2.6% |
| 3M | +17.0% | +1.0% | +16.0% | +16.4% |
| 6M | +23.8% | +1.9% | +21.9% | +22.7% |
| YTD | +4.0% | +2.6% | +1.4% | +2.7% |
| 1Y | -0.8% | +4.0% | -4.8% | -2.6% |
| 3Y | +55.6% | +14.1% | +41.5% | +46.4% |
| 5Y | +72.9% | +20.4% | +52.5% | +58.8% |
| 10Y | +875.8% | +28.0% | +847.8% | +771.9% |
| All | +1,567.4% | +27.5% | +1,539.8% | +1,382.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling