+1,648.1%
MSFT vs USFR
+28.6%
+1,619.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -1.3% | +0.1% | -1.3% | -1.3% |
| 30D | -1.8% | +0.4% | -2.2% | -2.0% |
| 3M | +5.6% | +1.1% | +4.6% | +5.1% |
| 6M | +29.8% | +2.0% | +27.8% | +28.6% |
| YTD | +9.0% | +3.5% | +5.5% | +7.3% |
| 1Y | +4.9% | +4.1% | +0.9% | +3.0% |
| 3Y | +46.2% | +14.4% | +31.9% | +37.4% |
| 5Y | +62.1% | +21.4% | +40.7% | +48.3% |
| 10Y | +899.6% | +28.6% | +871.1% | +791.8% |
| All | +1,648.1% | +28.6% | +1,619.5% | +1,448.1% |
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