+4.9%
MSFT vs BE
+55.6%
-50.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.4% |
| 7D | -1.3% | +10.8% | -12.1% | -1.8% |
| 30D | -1.8% | -19.8% | +17.9% | -1.1% |
| 3M | +5.6% | -18.7% | +24.4% | +6.1% |
| 6M | +29.8% | -33.7% | +63.6% | +28.3% |
| YTD | +9.0% | +121.0% | -111.9% | -1.9% |
| 1Y | +4.9% | +85.4% | -80.5% | -4.5% |
| All | +4.9% | +55.6% | -50.6% | -4.5% |
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