+9.0%
MSFT vs AR
+14.7%
-5.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -6.3% | +12.9% | +6.6% |
| 7D | +4.7% | -11.1% | +15.8% | +4.8% |
| 30D | +5.8% | +7.9% | -2.1% | +5.5% |
| 3M | +13.0% | +4.9% | +8.1% | +12.7% |
| 6M | +34.9% | -5.3% | +40.2% | +34.1% |
| YTD | +15.7% | +8.6% | +7.0% | +15.1% |
| 1Y | +9.0% | +13.7% | -4.7% | +8.2% |
| All | +9.0% | +14.7% | -5.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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