-0.3%
MSFT vs GWRE
-44.7%
+44.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.5% |
| 7D | -0.8% | -13.2% | +12.4% | +2.5% |
| 30D | +0.8% | -18.6% | +19.4% | +4.8% |
| 3M | +27.2% | +18.9% | +8.3% | +16.0% |
| 6M | +22.9% | -11.0% | +33.9% | +20.9% |
| YTD | +3.1% | -29.9% | +33.0% | +5.9% |
| 1Y | -0.3% | -44.3% | +44.1% | +6.1% |
| All | -0.3% | -44.7% | +44.4% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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