+9.0%
MSFT vs BN
-3.9%
+12.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.1% | +0.6% | +4.7% |
| 7D | +4.7% | +12.0% | -7.3% | +0.9% |
| 30D | +5.8% | +17.0% | -11.2% | +0.5% |
| 3M | +13.0% | -3.2% | +16.2% | +14.2% |
| 6M | +34.9% | -3.9% | +38.8% | +35.7% |
| YTD | +15.7% | -5.6% | +21.2% | +16.5% |
| 1Y | +9.0% | -4.7% | +13.7% | +9.2% |
| All | +9.0% | -3.9% | +12.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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