-0.9%
MSFT vs BR
-31.5%
+30.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -3.5% | -6.0% | +2.5% | -1.3% |
| 30D | -2.1% | -0.9% | -1.2% | -1.8% |
| 3M | +24.2% | +16.4% | +7.8% | +16.5% |
| 6M | +21.9% | -8.2% | +30.0% | +20.7% |
| YTD | +2.5% | -23.2% | +25.7% | +4.2% |
| All | -0.9% | -31.5% | +30.6% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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