+34.8%
MSFT vs BIYA
-99.9%
+134.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.4% | -5.6% | -2.2% |
| 7D | -6.2% | +2.5% | -8.8% | -6.2% |
| 30D | -3.7% | -22.3% | +18.6% | -3.8% |
| 3M | +3.6% | -54.8% | +58.4% | +3.5% |
| 6M | +26.8% | -86.5% | +113.3% | +25.7% |
| YTD | +8.4% | -96.8% | +105.3% | +7.6% |
| 1Y | +3.3% | -98.6% | +101.9% | +2.4% |
| All | +34.8% | -99.9% | +134.6% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling