+3.2%
MSFT vs BA
-12.4%
+15.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | -2.4% | -0.6% | -1.9% | -2.3% |
| 30D | -3.8% | -8.0% | +4.2% | -2.2% |
| 3M | +6.4% | -25.8% | +32.2% | +13.3% |
| 6M | +28.8% | -27.6% | +56.4% | +36.6% |
| YTD | +8.8% | -21.0% | +29.8% | +12.9% |
| 1Y | +3.2% | -12.3% | +15.4% | +4.1% |
| All | +3.2% | -12.4% | +15.5% | +4.1% |
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