+8.6%
MSFT vs IR
+11.6%
-3.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -1.9% | +2.8% |
| 7D | +7.5% | +5.0% | +2.5% | +7.6% |
| 30D | +1.9% | +10.3% | -8.4% | +2.1% |
| 3M | +9.2% | -0.1% | +9.3% | +8.6% |
| 6M | +31.9% | +14.8% | +17.1% | +32.7% |
| YTD | +13.4% | +9.7% | +3.7% | +14.4% |
| All | +8.6% | +11.6% | -3.0% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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