+9.0%
MSFT vs BBY
+33.0%
-24.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.0% | -1.3% | +6.2% |
| 7D | +4.7% | +4.5% | +0.1% | +4.3% |
| 30D | +5.8% | +16.0% | -10.2% | +5.0% |
| 3M | +13.0% | +18.6% | -5.6% | +12.0% |
| 6M | +34.9% | +80.1% | -45.1% | +28.6% |
| YTD | +15.7% | +57.4% | -41.8% | +10.1% |
| 1Y | +9.0% | +34.5% | -25.6% | +4.2% |
| All | +9.0% | +33.0% | -24.0% | +4.2% |
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