+9.0%
MSFT vs AU
+42.5%
-33.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.0% | -1.3% | +5.9% |
| 7D | +4.7% | +0.8% | +3.9% | +4.5% |
| 30D | +5.8% | -7.0% | +12.8% | +6.3% |
| 3M | +13.0% | +8.5% | +4.5% | +11.5% |
| 6M | +34.9% | -1.3% | +36.2% | +33.4% |
| YTD | +15.7% | +6.8% | +8.9% | +13.6% |
| 1Y | +9.0% | +44.6% | -35.7% | +3.6% |
| All | +9.0% | +42.5% | -33.6% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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