+109.1%
MSFT vs AUR
-34.9%
+144.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.8% | -1.4% |
| 7D | -1.4% | +19.2% | -20.6% | -3.1% |
| 30D | -1.0% | -7.8% | +6.8% | -0.5% |
| 3M | +20.2% | +4.0% | +16.2% | +19.3% |
| 6M | +21.3% | +45.0% | -23.7% | +16.0% |
| YTD | +2.8% | +69.5% | -66.7% | -3.3% |
| 1Y | 0.0% | +13.0% | -13.1% | -2.9% |
| 3Y | +51.2% | +90.4% | -39.1% | +30.0% |
| 5Y | +71.4% | -34.2% | +105.6% | +50.5% |
| All | +109.1% | -34.9% | +144.0% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling