+7.0%
MSFT vs BMNR
+245.3%
-238.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | +0.6% |
| 7D | -0.8% | +0.2% | -1.1% | -0.8% |
| 30D | +0.8% | +39.9% | -39.1% | +0.8% |
| 3M | +27.2% | +51.5% | -24.3% | +27.1% |
| 6M | +22.9% | +18.9% | +4.0% | +22.8% |
| YTD | +3.1% | -7.8% | +10.9% | +3.1% |
| 1Y | -0.3% | -47.6% | +47.3% | -0.3% |
| All | +7.0% | +245.3% | -238.3% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 3y: compounded portfolio wealth divided by compounded BMNR 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…
3y analysis · Full analysis span regression · 6 months rolling