+51.2%
MSFT vs INDA
+10.1%
+41.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.4% |
| 7D | -1.4% | -1.0% | -0.4% | -1.0% |
| 30D | -1.0% | -2.5% | +1.5% | +0.1% |
| 3M | +20.2% | +4.0% | +16.2% | +18.1% |
| 6M | +21.3% | -1.8% | +23.1% | +22.0% |
| YTD | +2.8% | -9.2% | +12.0% | +7.0% |
| 1Y | 0.0% | -7.2% | +7.1% | +3.0% |
| 3Y | +51.2% | +9.8% | +41.4% | +39.0% |
| All | +51.2% | +10.1% | +41.1% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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