+8.6%
MSFT vs AS
+8.1%
+0.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.2% |
| 7D | +7.5% | +5.8% | +1.7% | +6.6% |
| 30D | +1.9% | +15.4% | -13.5% | -0.2% |
| 3M | +9.2% | -11.9% | +21.1% | +10.9% |
| 6M | +31.9% | -9.9% | +41.8% | +33.1% |
| YTD | +13.4% | -13.1% | +26.5% | +14.1% |
| All | +8.6% | +8.1% | +0.6% | +10.0% |
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