+53.8%
MSFT vs BA
-11.9%
+65.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.0% | -3.1% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +1.3% | -9.1% | +10.4% | +2.9% |
| 3M | +10.2% | -28.2% | +38.3% | +16.7% |
| 6M | +30.8% | -23.1% | +53.9% | +36.4% |
| YTD | +11.5% | -20.6% | +32.1% | +15.3% |
| 1Y | +6.5% | -12.7% | +19.3% | +8.3% |
| All | +53.8% | -11.9% | +65.8% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling