+9.0%
MSFT vs AS
+3.3%
+5.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.1% | +1.6% | +5.9% |
| 7D | +4.7% | +13.8% | -9.1% | +2.6% |
| 30D | +5.8% | +16.7% | -10.8% | +3.4% |
| 3M | +13.0% | -11.5% | +24.5% | +14.7% |
| 6M | +34.9% | -5.5% | +40.4% | +35.3% |
| YTD | +15.7% | -14.2% | +29.8% | +16.7% |
| 1Y | +9.0% | +2.1% | +6.9% | +9.0% |
| All | +9.0% | +3.3% | +5.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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