+6.3%
MSFT vs BMNR
+233.9%
-227.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.5% | -8.5% | +5.0% | -3.4% |
| 30D | -2.1% | +33.8% | -35.8% | -2.1% |
| 3M | +24.2% | +54.7% | -30.6% | +24.0% |
| 6M | +21.9% | +16.7% | +5.1% | +21.8% |
| YTD | +2.5% | -10.9% | +13.3% | +2.4% |
| 1Y | -0.8% | -46.9% | +46.1% | -0.8% |
| All | +6.3% | +233.9% | -227.6% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling