+9.0%
MSFT vs BG
+7.2%
+1.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.4% | +4.3% | +6.9% |
| 7D | +4.7% | -3.8% | +8.4% | +4.1% |
| 30D | +5.8% | -9.6% | +15.4% | +4.4% |
| 3M | +13.0% | -8.5% | +21.5% | +11.8% |
| 6M | +34.9% | -23.0% | +58.0% | +31.9% |
| YTD | +15.7% | +10.9% | +4.8% | +20.8% |
| 1Y | +9.0% | +6.0% | +3.0% | +13.0% |
| All | +9.0% | +7.2% | +1.8% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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