+52.3%
MSFT vs EW
+51.9%
+0.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | +1.7% | +11.0% | -9.3% | 0.0% |
| 30D | +0.2% | +19.1% | -18.9% | -2.6% |
| 3M | +6.4% | +14.4% | -8.0% | +4.0% |
| 6M | +28.7% | +22.8% | +5.9% | +24.5% |
| YTD | +10.4% | +19.8% | -9.4% | +7.0% |
| 1Y | +7.6% | +23.9% | -16.3% | +3.8% |
| 3Y | +52.3% | +52.2% | +0.1% | +47.0% |
| All | +52.3% | +51.9% | +0.4% | +47.0% |
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