+49.1%
MSFT vs AUR
+81.4%
-32.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.4% |
| 7D | -3.5% | +0.2% | -3.6% | -3.5% |
| 30D | -2.1% | -8.9% | +6.8% | -1.5% |
| 3M | +24.2% | +4.6% | +19.5% | +23.4% |
| 6M | +21.9% | +44.9% | -23.0% | +17.7% |
| YTD | +2.5% | +64.8% | -62.4% | -2.1% |
| 1Y | -0.8% | +16.4% | -17.1% | -3.3% |
| All | +49.1% | +81.4% | -32.2% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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