+51.2%
MSFT vs GOOGL
+153.2%
-102.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GOOGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -1.4% | +1.1% | -2.5% | -1.7% |
| 30D | -1.0% | -4.4% | +3.4% | +0.3% |
| 3M | +20.2% | -6.8% | +27.0% | +22.5% |
| 6M | +21.3% | +13.6% | +7.7% | +15.0% |
| YTD | +2.8% | +8.3% | -5.5% | -1.3% |
| 1Y | 0.0% | +44.9% | -45.0% | -14.4% |
| 3Y | +51.2% | +150.5% | -99.2% | +0.6% |
| All | +51.2% | +153.2% | -102.0% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GOOGL.
Daily Out/Under-Performance
Portfolio return minus GOOGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GOOGL 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 GOOGL 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