-0.5%
MSFT vs BP
+39.3%
-39.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.4% |
| 7D | -1.0% | +4.0% | -5.0% | -0.8% |
| 30D | -2.7% | +7.8% | -10.5% | -2.3% |
| 3M | +22.1% | +8.4% | +13.7% | +22.6% |
| 6M | +20.6% | +15.1% | +5.5% | +21.5% |
| YTD | +2.3% | +36.4% | -34.1% | +5.0% |
| 1Y | -0.5% | +40.9% | -41.4% | +1.6% |
| All | -0.5% | +39.3% | -39.8% | +1.6% |
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