+9.0%
MSFT vs GLXY
-57.6%
+66.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -17.0% | +23.7% | +8.1% |
| 7D | +4.7% | -26.8% | +31.5% | +7.2% |
| 30D | +5.8% | -38.3% | +44.2% | +9.9% |
| 3M | +13.0% | -36.9% | +49.9% | +16.3% |
| 6M | +34.9% | -52.1% | +87.0% | +39.8% |
| YTD | +15.7% | -37.5% | +53.2% | +16.5% |
| 1Y | +9.0% | -55.2% | +64.1% | +11.7% |
| All | +9.0% | -57.6% | +66.6% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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