+46.2%
MSFT vs COMP
+423.6%
-377.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -1.8% | +16.6% | -18.4% | -3.1% |
| 3M | +5.6% | -23.5% | +29.2% | +7.4% |
| 6M | +29.8% | +25.7% | +4.1% | +26.9% |
| YTD | +9.0% | -3.4% | +12.4% | +7.9% |
| 1Y | +4.9% | +7.6% | -2.6% | +3.1% |
| 3Y | +46.2% | +423.6% | -377.4% | +36.5% |
| All | +46.2% | +423.6% | -377.4% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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