+13.0%
MSFT vs AS
-13.3%
+26.3%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.1% | +1.6% | +5.8% |
| 7D | +4.7% | +13.8% | -9.1% | +2.9% |
| 30D | +5.8% | +16.7% | -10.8% | +3.7% |
| 3M | +13.0% | -11.5% | +24.5% | +13.5% |
| All | +13.0% | -13.3% | +26.3% | +13.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling