+67.9%
MSFT vs BA
-21.0%
+88.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | +2.3% | 0.0% | +2.3% | +2.4% |
| 30D | -0.4% | -8.9% | +8.6% | +1.7% |
| 3M | +5.6% | -25.5% | +31.1% | +12.8% |
| 6M | +29.0% | -27.0% | +55.9% | +37.9% |
| YTD | +10.9% | -20.1% | +31.1% | +15.7% |
| 1Y | +6.2% | -11.0% | +17.2% | +7.8% |
| 3Y | +47.6% | -11.8% | +59.4% | +44.7% |
| 5Y | +67.9% | -20.6% | +88.6% | +55.2% |
| All | +67.9% | -21.0% | +88.9% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling