+50.6%
MSFT vs A
+62.3%
-11.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | +1.7% | -0.1% | +1.7% | +1.7% |
| 30D | +0.2% | +3.4% | -3.2% | -0.4% |
| 3M | +6.4% | +23.8% | -17.5% | +2.5% |
| 6M | +28.7% | +49.0% | -20.3% | +19.4% |
| YTD | +10.4% | +29.4% | -19.0% | +5.0% |
| 1Y | +7.6% | +19.4% | -11.8% | +3.8% |
| All | +50.6% | +62.3% | -11.7% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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