+46.2%
MSFT vs C
+221.6%
-175.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.3% | +4.2% | -5.4% | -2.4% |
| 30D | -1.8% | +2.0% | -3.8% | -2.4% |
| 3M | +5.6% | -10.1% | +15.8% | +8.5% |
| 6M | +29.8% | +1.0% | +28.8% | +28.7% |
| YTD | +9.0% | +8.5% | +0.5% | +5.6% |
| 1Y | +4.9% | +25.7% | -20.8% | -2.4% |
| 3Y | +46.2% | +216.0% | -169.8% | +24.9% |
| All | +46.2% | +221.6% | -175.3% | +24.9% |
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