+145,627.6%
MSFT vs BP
+1,352.9%
+144,274.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +7.5% | -6.9% | +14.4% | +9.7% |
| 30D | +1.9% | -3.6% | +5.5% | +2.8% |
| 3M | +9.2% | +8.4% | +0.8% | +6.0% |
| 6M | +31.9% | +5.3% | +26.5% | +28.5% |
| YTD | +13.4% | +33.2% | -19.7% | +1.9% |
| 1Y | +10.6% | +28.2% | -17.5% | +0.3% |
| 3Y | +54.7% | +49.2% | +5.4% | +31.1% |
| 5Y | +69.1% | +102.9% | -33.8% | +25.8% |
| 10Y | +920.4% | +127.7% | +792.7% | +577.5% |
| All | +145,627.6% | +1,352.9% | +144,274.7% | +54,651.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling