-0.8%
MSFT vs EXE
+3.1%
-3.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -2.1% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +2.7% | +8.5% | -5.8% | +2.9% |
| 3M | +17.0% | +5.5% | +11.5% | +17.1% |
| 6M | +23.8% | -5.9% | +29.7% | +23.3% |
| YTD | +4.0% | -9.7% | +13.7% | +3.6% |
| 1Y | -0.8% | +3.6% | -4.4% | -1.3% |
| All | -0.8% | +3.1% | -3.9% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling