+9.0%
MSFT vs AG
+29.4%
-20.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +9.1% | -2.5% | +5.9% |
| 7D | +4.7% | -2.6% | +7.3% | +4.8% |
| 30D | +5.8% | -12.1% | +17.9% | +6.7% |
| 3M | +13.0% | -6.6% | +19.6% | +12.9% |
| 6M | +34.9% | -20.5% | +55.4% | +35.6% |
| YTD | +15.7% | -7.4% | +23.1% | +12.0% |
| 1Y | +9.0% | +33.4% | -24.4% | -0.6% |
| All | +9.0% | +29.4% | -20.4% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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