0.0%
MSFT vs AG
+123.1%
-123.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.1% |
| 7D | -1.4% | +4.5% | -5.9% | -1.7% |
| 30D | -1.0% | +12.9% | -13.9% | -2.0% |
| 3M | +20.2% | +20.9% | -0.8% | +18.0% |
| 6M | +21.3% | -19.5% | +40.8% | +22.1% |
| YTD | +2.8% | +24.8% | -22.0% | -0.7% |
| 1Y | 0.0% | +120.2% | -120.3% | -7.5% |
| All | 0.0% | +123.1% | -123.1% | -7.5% |
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