+8.6%
MSFT vs BA
-12.0%
+20.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | +7.5% | -1.7% | +9.2% | +7.9% |
| 30D | +1.9% | -9.5% | +11.3% | +3.9% |
| 3M | +9.2% | -26.5% | +35.7% | +16.6% |
| 6M | +31.9% | -27.4% | +59.2% | +39.8% |
| YTD | +13.4% | -20.6% | +34.1% | +17.6% |
| All | +8.6% | -12.0% | +20.6% | +9.6% |
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