+52.3%
MSFT vs IAU
+103.2%
-50.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +1.7% | +4.7% | -3.1% | +1.2% |
| 30D | +0.2% | -0.9% | +1.0% | +0.2% |
| 3M | +6.4% | -4.4% | +10.7% | +6.6% |
| 6M | +28.7% | -13.5% | +42.2% | +29.6% |
| YTD | +10.4% | -5.9% | +16.3% | +11.1% |
| 1Y | +7.6% | +1.9% | +5.7% | +8.1% |
| 3Y | +52.3% | +104.1% | -51.7% | +44.2% |
| All | +52.3% | +103.2% | -50.9% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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