+51.2%
MSFT vs BE
+1,751.8%
-1,700.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.6% | -10.8% | -1.5% |
| 7D | -1.4% | +29.8% | -31.2% | -2.3% |
| 30D | -1.0% | +26.4% | -27.4% | -1.9% |
| 3M | +20.2% | +9.3% | +10.9% | +18.5% |
| 6M | +21.3% | +105.1% | -83.8% | +16.1% |
| YTD | +2.8% | +219.0% | -216.3% | -3.3% |
| 1Y | 0.0% | +418.8% | -418.8% | -7.9% |
| 3Y | +51.2% | +1,784.6% | -1,733.3% | +36.1% |
| All | +51.2% | +1,751.8% | -1,700.6% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling