-0.8%
MSFT vs BE
+379.4%
-380.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.4% | -9.4% | -2.3% |
| 7D | -2.7% | +20.0% | -22.7% | -3.4% |
| 30D | +2.7% | +7.9% | -5.2% | +2.3% |
| 3M | +17.0% | -13.2% | +30.2% | +15.3% |
| 6M | +23.8% | +53.5% | -29.6% | +17.7% |
| YTD | +4.0% | +191.0% | -187.0% | -3.9% |
| 1Y | -0.8% | +360.5% | -361.3% | -8.7% |
| All | -0.8% | +379.4% | -380.2% | -8.7% |
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