-0.8%
MSFT vs AXON
-28.9%
+28.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.1% | -1.2% |
| 7D | -2.7% | -14.2% | +11.5% | +0.2% |
| 30D | +2.7% | -15.4% | +18.1% | +5.5% |
| 3M | +17.0% | +0.5% | +16.5% | +14.5% |
| 6M | +23.8% | -9.5% | +33.3% | +22.7% |
| YTD | +4.0% | -9.2% | +13.2% | +1.4% |
| 1Y | -0.8% | -29.4% | +28.6% | -0.1% |
| All | -0.8% | -28.9% | +28.1% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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