+27.1%
MSFT vs BIYA
-99.8%
+126.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.5% |
| 7D | -1.0% | +2.7% | -3.8% | -1.0% |
| 30D | -2.7% | -16.7% | +14.0% | -2.7% |
| 3M | +22.1% | -74.6% | +96.7% | +21.3% |
| 6M | +20.6% | -85.4% | +106.0% | +19.3% |
| YTD | +2.3% | -94.2% | +96.5% | +1.6% |
| 1Y | -0.5% | -98.6% | +98.0% | -0.7% |
| All | +27.1% | -99.8% | +126.9% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling