+52.3%
MSFT vs CAPR
+214.7%
-162.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.6% | -1.0% |
| 7D | +1.7% | +41.1% | -39.4% | +1.9% |
| 30D | +0.2% | +11.1% | -11.0% | +0.3% |
| 3M | +6.4% | +115.3% | -109.0% | +7.1% |
| 6M | +28.7% | -73.8% | +102.5% | +28.8% |
| YTD | +10.4% | -68.8% | +79.2% | +10.6% |
| 1Y | +7.6% | +43.3% | -35.7% | +9.0% |
| 3Y | +52.3% | +214.7% | -162.4% | +54.5% |
| All | +52.3% | +214.7% | -162.4% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling