+46.2%
MSFT vs BBY
+89.3%
-43.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | -1.3% | +4.5% | -5.7% | -1.7% |
| 30D | -1.8% | +16.8% | -18.6% | -3.4% |
| 3M | +5.6% | +23.2% | -17.6% | +3.3% |
| 6M | +29.8% | +91.9% | -62.1% | +20.3% |
| YTD | +9.0% | +61.6% | -52.6% | +2.7% |
| 1Y | +4.9% | +43.9% | -38.9% | +0.1% |
| 3Y | +46.2% | +88.6% | -42.4% | +43.6% |
| All | +46.2% | +89.3% | -43.1% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling