+9.0%
MSFT vs BLDR
-38.1%
+47.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +9.3% | -2.6% | +6.5% |
| 7D | +4.7% | +24.4% | -19.7% | +4.3% |
| 30D | +5.8% | +24.9% | -19.1% | +5.5% |
| 3M | +13.0% | -7.8% | +20.8% | +13.2% |
| 6M | +34.9% | -5.8% | +40.7% | +34.6% |
| YTD | +15.7% | -32.5% | +48.1% | +15.4% |
| 1Y | +9.0% | -36.7% | +45.6% | +8.5% |
| All | +9.0% | -38.1% | +47.0% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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