+52.3%
MSFT vs C
+205.7%
-153.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +1.7% | -2.4% | +4.1% | +2.4% |
| 30D | +0.2% | -6.0% | +6.1% | +1.7% |
| 3M | +6.4% | -10.5% | +16.9% | +9.4% |
| 6M | +28.7% | -5.7% | +34.4% | +30.0% |
| YTD | +10.4% | +4.1% | +6.3% | +8.2% |
| 1Y | +7.6% | +20.5% | -12.9% | +1.2% |
| 3Y | +52.3% | +208.1% | -155.8% | +31.5% |
| All | +52.3% | +205.7% | -153.4% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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