+6.2%
MSFT vs BP
+28.1%
-21.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +2.3% | -6.3% | +8.7% | +1.8% |
| 30D | -0.4% | -3.6% | +3.3% | -0.6% |
| 3M | +5.6% | +5.2% | +0.3% | +6.0% |
| 6M | +29.0% | +5.3% | +23.6% | +29.5% |
| YTD | +10.9% | +33.1% | -22.2% | +16.1% |
| 1Y | +6.2% | +26.3% | -20.0% | +10.1% |
| All | +6.2% | +28.1% | -21.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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