+3.3%
MSFT vs BB
+103.9%
-100.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -2.6% |
| 7D | -6.2% | +7.3% | -13.5% | -7.0% |
| 30D | -3.7% | +11.2% | -14.9% | -4.9% |
| 3M | +3.6% | +4.7% | -1.0% | +2.6% |
| 6M | +26.8% | +51.1% | -24.3% | +18.1% |
| YTD | +8.4% | +148.0% | -139.6% | -10.3% |
| 1Y | +3.3% | +106.1% | -102.8% | -14.3% |
| All | +3.3% | +103.9% | -100.6% | -14.3% |
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