+46.2%
MSFT vs AU
+507.6%
-461.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -1.3% | -7.2% | +5.9% | -0.8% |
| 30D | -1.8% | -2.9% | +1.0% | -1.7% |
| 3M | +5.6% | -8.7% | +14.3% | +6.0% |
| 6M | +29.8% | -14.1% | +44.0% | +30.1% |
| YTD | +9.0% | +4.8% | +4.2% | +8.0% |
| 1Y | +4.9% | +11.9% | -6.9% | +3.7% |
| 3Y | +46.2% | +513.8% | -467.6% | +33.4% |
| All | +46.2% | +507.6% | -461.4% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling