+9.0%
MSFT vs BE
+51.2%
-42.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -6.4% | +13.0% | +7.0% |
| 7D | +4.7% | -12.1% | +16.8% | +5.2% |
| 30D | +5.8% | -30.1% | +35.9% | +7.3% |
| 3M | +13.0% | -12.1% | +25.1% | +13.2% |
| 6M | +34.9% | -30.6% | +65.5% | +33.3% |
| YTD | +15.7% | +130.6% | -115.0% | +4.8% |
| 1Y | +9.0% | +55.3% | -46.3% | +1.3% |
| All | +9.0% | +51.2% | -42.3% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 BE 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