+1,220.2%
MSFT vs Z
+6.9%
+1,213.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.6% |
| 7D | +1.7% | -4.6% | +6.2% | +2.4% |
| 30D | +0.2% | +8.3% | -8.2% | -1.8% |
| 3M | +6.4% | -11.6% | +18.0% | +7.9% |
| 6M | +28.7% | -33.6% | +62.3% | +37.1% |
| YTD | +10.4% | -56.7% | +67.1% | +26.1% |
| 1Y | +7.6% | -59.1% | +66.7% | +23.9% |
| 3Y | +52.3% | -20.4% | +72.7% | +49.2% |
| 5Y | +64.5% | -55.3% | +119.8% | +71.3% |
| 10Y | +917.8% | -14.2% | +932.0% | +747.9% |
| All | +1,220.2% | +6.9% | +1,213.3% | +926.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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