+50.1%
MSFT vs GOOG
+146.5%
-96.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GOOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | -0.8% | 0.0% | -0.9% | -0.8% |
| 30D | +0.8% | -2.0% | +2.8% | +1.5% |
| 3M | +27.2% | -5.9% | +33.1% | +29.2% |
| 6M | +22.9% | +8.9% | +14.0% | +18.1% |
| YTD | +3.1% | +7.1% | -4.0% | -0.6% |
| 1Y | -0.3% | +39.7% | -39.9% | -13.6% |
| 3Y | +50.1% | +145.8% | -95.7% | +0.4% |
| All | +50.1% | +146.5% | -96.4% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling