+55.0%
MSFT vs AG
+274.2%
-219.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.9% |
| 7D | -2.7% | +1.0% | -3.7% | -2.8% |
| 30D | +2.7% | +19.2% | -16.5% | +1.4% |
| 3M | +17.0% | +6.2% | +10.8% | +16.1% |
| 6M | +23.8% | -26.7% | +50.5% | +25.2% |
| YTD | +4.0% | +26.1% | -22.1% | +1.3% |
| 1Y | -0.8% | +131.7% | -132.5% | -7.1% |
| All | +55.0% | +274.2% | -219.2% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling