+34.9%
MSFT vs AS
+137.8%
-102.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.0% |
| 7D | +2.3% | +4.5% | -2.2% | +1.8% |
| 30D | -0.4% | +13.2% | -13.6% | -2.0% |
| 3M | +5.6% | -11.9% | +17.5% | +7.1% |
| 6M | +29.0% | -11.6% | +40.5% | +30.6% |
| YTD | +10.9% | -14.7% | +25.6% | +12.5% |
| 1Y | +6.2% | +5.7% | +0.5% | +4.7% |
| All | +34.9% | +137.8% | -102.9% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling