-0.8%
MSFT vs BBY
+27.1%
-27.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.2% | -2.2% |
| 7D | -2.7% | +9.5% | -12.2% | -3.2% |
| 30D | +2.7% | +6.8% | -4.1% | +2.3% |
| 3M | +17.0% | +28.9% | -11.9% | +13.7% |
| 6M | +23.8% | +37.8% | -14.0% | +19.5% |
| YTD | +4.0% | +38.7% | -34.8% | -0.2% |
| 1Y | -0.8% | +23.7% | -24.5% | -3.7% |
| All | -0.8% | +27.1% | -27.9% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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