+46.2%
MSFT vs AR
+48.6%
-2.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.3% | +7.4% | -8.6% | -1.9% |
| 30D | -1.8% | +5.8% | -7.6% | -2.5% |
| 3M | +5.6% | +5.2% | +0.4% | +4.9% |
| 6M | +29.8% | +5.4% | +24.4% | +28.8% |
| YTD | +9.0% | +12.4% | -3.4% | +6.8% |
| 1Y | +4.9% | +12.8% | -7.9% | +2.7% |
| 3Y | +46.2% | +47.2% | -1.0% | +38.7% |
| All | +46.2% | +48.6% | -2.4% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling