+54.7%
MSFT vs BP
+48.5%
+6.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +7.5% | -6.9% | +14.4% | +7.8% |
| 30D | +1.9% | -3.6% | +5.5% | +2.0% |
| 3M | +9.2% | +8.4% | +0.8% | +8.5% |
| 6M | +31.9% | +5.3% | +26.5% | +31.2% |
| YTD | +13.4% | +33.2% | -19.7% | +9.9% |
| 1Y | +10.6% | +28.2% | -17.5% | +7.7% |
| 3Y | +54.7% | +49.2% | +5.4% | +47.5% |
| All | +54.7% | +48.5% | +6.2% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling