+73.5%
MSFT vs ALM
+951.0%
-877.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -2.0% |
| 7D | -2.7% | -2.6% | -0.1% | -2.6% |
| 30D | +2.7% | +32.0% | -29.3% | +1.8% |
| 3M | +17.0% | -15.0% | +32.0% | +17.0% |
| 6M | +23.8% | -10.1% | +33.9% | +23.2% |
| YTD | +4.0% | +99.4% | -95.5% | +1.2% |
| 1Y | -0.8% | +316.4% | -317.2% | -5.5% |
| 3Y | +55.6% | +2,022.0% | -1,966.4% | +42.2% |
| All | +73.5% | +951.0% | -877.5% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling