+95.3%
AAPL vs MSFT
+45.6%
+49.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +4.1% | -1.3% | +5.4% | +4.6% |
| 30D | +4.0% | -1.8% | +5.8% | +4.5% |
| 3M | +16.8% | +5.6% | +11.2% | +14.3% |
| 6M | +19.4% | +29.8% | -10.4% | +6.8% |
| YTD | +31.5% | +9.0% | +22.5% | +27.3% |
| 1Y | +31.0% | +4.9% | +26.0% | +29.5% |
| 3Y | +95.3% | +46.2% | +49.1% | +50.9% |
| All | +95.3% | +45.6% | +49.7% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFT.
Daily Out/Under-Performance
Portfolio return minus MSFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFT 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 3y: compounded portfolio wealth divided by compounded MSFT 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…
3y analysis · Full analysis span regression · 6 months rolling