+48.9%
MSFT vs BG
+19.0%
+29.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -1.0% | +0.5% | -1.6% | -1.0% |
| 30D | -2.7% | +10.3% | -13.0% | -2.8% |
| 3M | +22.1% | -1.9% | +24.0% | +22.5% |
| 6M | +20.6% | +5.2% | +15.3% | +20.5% |
| YTD | +2.3% | +41.2% | -38.9% | +0.7% |
| 1Y | -0.5% | +50.5% | -51.1% | -2.7% |
| All | +48.9% | +19.0% | +29.9% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling