+9.0%
MSFT vs GOOG
+4.0%
+5.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GOOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.2% | +3.4% | +6.1% |
| 7D | +4.7% | -10.7% | +15.4% | +6.3% |
| 30D | +5.8% | -16.4% | +22.3% | +8.8% |
| 3M | +13.0% | -23.4% | +36.4% | +17.4% |
| 6M | +34.9% | -24.2% | +59.1% | +39.4% |
| YTD | +15.7% | -8.3% | +23.9% | +15.6% |
| 1Y | +9.0% | +3.6% | +5.4% | +8.0% |
| All | +9.0% | +4.0% | +5.0% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GOOG.
Daily Out/Under-Performance
Portfolio return minus GOOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GOOG 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 GOOG 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