-0.5%
MSFT vs BB
+100.8%
-101.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.3% |
| 7D | -1.0% | +1.8% | -2.9% | -1.2% |
| 30D | -2.7% | -12.2% | +9.6% | -1.6% |
| 3M | +22.1% | -12.3% | +34.4% | +21.9% |
| 6M | +20.6% | +122.7% | -102.1% | +3.6% |
| YTD | +2.3% | +104.5% | -102.2% | -11.4% |
| 1Y | -0.5% | +106.7% | -107.2% | -13.0% |
| All | -0.5% | +100.8% | -101.3% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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