+27.7%
MSFT vs BIYA
-99.8%
+127.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.4% | +2.7% | -4.1% | -1.4% |
| 30D | -1.0% | -18.7% | +17.7% | -1.1% |
| 3M | +20.2% | -72.0% | +92.2% | +19.4% |
| 6M | +21.3% | -86.4% | +107.7% | +20.0% |
| YTD | +2.8% | -94.2% | +96.9% | +2.0% |
| 1Y | 0.0% | -98.4% | +98.4% | -0.2% |
| All | +27.7% | -99.8% | +127.5% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling