+48.9%
MSFT vs BR
-5.1%
+54.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.0% | -5.0% | +4.0% | +0.7% |
| 30D | -2.7% | -2.5% | -0.2% | -1.9% |
| 3M | +22.1% | +13.5% | +8.6% | +16.5% |
| 6M | +20.6% | -9.4% | +30.0% | +22.7% |
| YTD | +2.3% | -23.3% | +25.6% | +9.0% |
| 1Y | -0.5% | -31.6% | +31.1% | +9.5% |
| All | +48.9% | -5.1% | +54.0% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling