+131.4%
MSFT vs COMP
-56.6%
+188.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.2% | +4.6% | -2.8% |
| 7D | +1.1% | -1.8% | +2.9% | +1.3% |
| 30D | +1.3% | -0.8% | +2.0% | +1.2% |
| 3M | +10.2% | -28.1% | +38.3% | +13.5% |
| 6M | +30.8% | +27.0% | +3.8% | +26.2% |
| YTD | +11.5% | -12.8% | +24.3% | +11.1% |
| 1Y | +6.5% | +4.9% | +1.7% | +4.1% |
| 3Y | +55.5% | +321.0% | -265.5% | +25.3% |
| 5Y | +66.2% | -25.6% | +91.8% | +46.6% |
| All | +131.4% | -56.6% | +188.0% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling