+51.2%
MSFT vs BB
+68.2%
-16.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.4% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | -1.0% | -12.4% | +11.3% | +0.2% |
| 3M | +20.2% | -15.3% | +35.5% | +21.1% |
| 6M | +21.3% | +128.8% | -107.5% | +8.4% |
| YTD | +2.8% | +107.7% | -104.9% | -7.1% |
| 1Y | 0.0% | +103.9% | -103.9% | -9.9% |
| 3Y | +51.2% | +72.6% | -21.4% | +30.4% |
| All | +51.2% | +68.2% | -16.9% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling