-0.8%
MSFT vs AA
+63.2%
-64.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.9% |
| 7D | -2.7% | -0.7% | -2.0% | -2.7% |
| 30D | +2.7% | +5.0% | -2.3% | +2.4% |
| 3M | +17.0% | -35.8% | +52.8% | +18.3% |
| 6M | +23.8% | -18.4% | +42.2% | +23.7% |
| YTD | +4.0% | -5.5% | +9.5% | +3.1% |
| 1Y | -0.8% | +61.0% | -61.8% | -3.6% |
| All | -0.8% | +63.2% | -64.0% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling