+35.6%
MSFT vs AS
+133.7%
-98.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.3% |
| 7D | +1.1% | +7.1% | -6.0% | +0.2% |
| 30D | +1.3% | +12.8% | -11.6% | -0.4% |
| 3M | +10.2% | -14.7% | +24.9% | +12.3% |
| 6M | +30.8% | -9.9% | +40.8% | +32.1% |
| YTD | +11.5% | -16.1% | +27.7% | +13.3% |
| 1Y | +6.5% | +0.2% | +6.4% | +5.8% |
| All | +35.6% | +133.7% | -98.2% | +23.6% |
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