-0.5%
MSFT vs BE
+398.7%
-399.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.4% |
| 7D | -1.0% | +23.9% | -25.0% | -1.9% |
| 30D | -2.7% | +27.8% | -30.5% | -3.7% |
| 3M | +22.1% | +3.7% | +18.4% | +19.6% |
| 6M | +20.6% | +78.0% | -57.4% | +13.8% |
| YTD | +2.3% | +209.9% | -207.6% | -6.1% |
| 1Y | -0.5% | +389.6% | -390.1% | -9.0% |
| All | -0.5% | +398.7% | -399.2% | -9.0% |
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