+46.2%
MSFT vs EW
+62.8%
-16.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -1.3% | +4.9% | -6.2% | -2.1% |
| 30D | -1.8% | +23.9% | -25.8% | -5.2% |
| 3M | +5.6% | +15.8% | -10.1% | +3.0% |
| 6M | +29.8% | +31.7% | -1.8% | +24.2% |
| YTD | +9.0% | +25.7% | -16.7% | +4.8% |
| 1Y | +4.9% | +24.4% | -19.5% | +1.0% |
| 3Y | +46.2% | +65.9% | -19.6% | +38.6% |
| All | +46.2% | +62.8% | -16.6% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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