+9.0%
MSFT vs EXPE
+48.9%
-40.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.5% | -3.9% | +5.5% |
| 7D | +4.7% | +14.6% | -10.0% | +3.1% |
| 30D | +5.8% | +21.4% | -15.6% | +3.4% |
| 3M | +13.0% | +1.4% | +11.6% | +12.5% |
| 6M | +34.9% | +28.6% | +6.3% | +29.5% |
| YTD | +15.7% | +12.1% | +3.5% | +10.2% |
| 1Y | +9.0% | +50.0% | -41.1% | +2.7% |
| All | +9.0% | +48.9% | -40.0% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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