+9.0%
MSFT vs CARR
-1.4%
+10.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.7% |
| 7D | +4.7% | -0.7% | +5.3% | +4.6% |
| 30D | +5.8% | +0.3% | +5.5% | +5.9% |
| 3M | +13.0% | -14.9% | +27.9% | +11.1% |
| 6M | +34.9% | -14.9% | +49.8% | +31.8% |
| YTD | +15.7% | +7.0% | +8.7% | +15.0% |
| 1Y | +9.0% | -1.8% | +10.7% | +9.1% |
| All | +9.0% | -1.4% | +10.4% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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