+46.2%
MSFT vs INDA
+16.8%
+29.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -1.3% | +1.1% | -2.4% | -1.8% |
| 30D | -1.8% | +9.4% | -11.2% | -5.8% |
| 3M | +5.6% | +2.9% | +2.7% | +4.1% |
| 6M | +29.8% | +7.2% | +22.6% | +25.7% |
| YTD | +9.0% | -4.8% | +13.8% | +10.8% |
| 1Y | +4.9% | -5.1% | +10.0% | +6.8% |
| 3Y | +46.2% | +16.7% | +29.6% | +45.3% |
| All | +46.2% | +16.8% | +29.4% | +45.3% |
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