+133,470.8%
MSFT vs BP
+1,327.5%
+132,143.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.2% |
| 7D | -2.7% | +3.9% | -6.6% | -3.9% |
| 30D | +2.7% | +7.6% | -4.9% | +0.3% |
| 3M | +17.0% | +0.7% | +16.3% | +16.1% |
| 6M | +23.8% | +15.5% | +8.3% | +17.2% |
| YTD | +4.0% | +30.8% | -26.8% | -5.7% |
| 1Y | -0.8% | +34.3% | -35.1% | -11.1% |
| 3Y | +55.6% | +35.1% | +20.6% | +36.4% |
| 5Y | +72.9% | +126.8% | -53.9% | +24.1% |
| 10Y | +875.8% | +123.4% | +752.4% | +554.0% |
| All | +133,470.8% | +1,327.5% | +132,143.3% | +50,578.9% |
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