-0.8%
MSFT vs BA
-8.9%
+8.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.2% |
| 7D | -2.7% | +1.2% | -3.9% | -2.9% |
| 30D | +2.7% | -11.6% | +14.3% | +5.5% |
| 3M | +17.0% | -2.4% | +19.3% | +17.3% |
| 6M | +23.8% | -6.6% | +30.4% | +23.9% |
| YTD | +4.0% | -2.2% | +6.2% | +3.4% |
| 1Y | -0.8% | -8.0% | +7.2% | -1.7% |
| All | -0.8% | -8.9% | +8.1% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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