+30.8%
MSFT vs CB
+15.2%
+15.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.7% |
| 7D | +1.1% | +2.6% | -1.5% | +1.6% |
| 30D | +1.3% | +11.2% | -9.9% | +3.2% |
| 3M | +10.2% | +5.7% | +4.4% | +11.1% |
| 6M | +30.8% | +15.9% | +14.9% | +33.2% |
| All | +30.8% | +15.2% | +15.6% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 6mo: compounded portfolio wealth divided by compounded CB 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…
6mo analysis · Full analysis span regression · 6 months rolling