+53.3%
MSFT vs IR
+9.5%
+43.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -2.7% | -2.8% | +0.1% | -2.2% |
| 30D | +2.7% | -15.1% | +17.8% | +5.7% |
| 3M | +17.0% | +6.1% | +10.9% | +15.3% |
| 6M | +23.8% | -16.8% | +40.6% | +27.7% |
| YTD | +4.0% | -3.5% | +7.5% | +2.7% |
| 1Y | -0.8% | -3.5% | +2.7% | -2.4% |
| All | +53.3% | +9.5% | +43.9% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling