0.0%
MSFT vs ALM
+347.8%
-347.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.8% | -10.0% | -1.5% |
| 7D | -1.4% | +8.4% | -9.8% | -1.7% |
| 30D | -1.0% | +34.8% | -35.9% | -2.3% |
| 3M | +20.2% | +16.2% | +4.0% | +18.5% |
| 6M | +21.3% | +2.1% | +19.1% | +19.2% |
| YTD | +2.8% | +117.0% | -114.2% | -3.0% |
| 1Y | 0.0% | +313.9% | -313.9% | -6.4% |
| All | 0.0% | +347.8% | -347.8% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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