+3.3%
MSFT vs CAPR
+90.5%
-87.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +26.5% | -28.8% | -2.0% |
| 7D | -6.2% | +25.8% | -32.0% | -6.0% |
| 30D | -3.7% | +50.2% | -53.9% | -3.2% |
| 3M | +3.6% | +185.5% | -181.9% | +5.1% |
| 6M | +26.8% | -64.8% | +91.6% | +27.2% |
| YTD | +8.4% | -61.1% | +69.6% | +8.9% |
| 1Y | +3.3% | +81.0% | -77.7% | +6.3% |
| All | +3.3% | +90.5% | -87.2% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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