-0.8%
MSFT vs BG
+50.1%
-50.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -2.2% |
| 7D | -2.7% | +2.8% | -5.5% | -2.4% |
| 30D | +2.7% | +12.0% | -9.3% | +3.9% |
| 3M | +17.0% | -7.7% | +24.7% | +17.0% |
| 6M | +23.8% | +4.5% | +19.3% | +25.1% |
| YTD | +4.0% | +35.7% | -31.7% | +7.7% |
| 1Y | -0.8% | +50.1% | -50.9% | +4.0% |
| All | -0.8% | +50.1% | -50.9% | +4.0% |
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