+4.9%
MSFT vs BIYA
-98.3%
+103.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.3% | +9.0% | -10.3% | -1.3% |
| 30D | -1.8% | -12.9% | +11.1% | -1.9% |
| 3M | +5.6% | -54.7% | +60.3% | +5.5% |
| 6M | +29.8% | -85.1% | +114.9% | +28.1% |
| YTD | +9.0% | -96.9% | +105.9% | +8.6% |
| 1Y | +4.9% | -98.5% | +103.5% | +11.3% |
| All | +4.9% | -98.3% | +103.2% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling