+73.5%
MSFT vs IR
+45.6%
+27.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.4% |
| 7D | -2.7% | -2.8% | +0.1% | -1.8% |
| 30D | +2.7% | -15.1% | +17.8% | +8.2% |
| 3M | +17.0% | +6.1% | +10.9% | +13.9% |
| 6M | +23.8% | -16.8% | +40.6% | +30.3% |
| YTD | +4.0% | -3.5% | +7.5% | +2.3% |
| 1Y | -0.8% | -3.5% | +2.7% | -3.0% |
| 3Y | +55.6% | +9.5% | +46.1% | +35.6% |
| All | +73.5% | +45.6% | +27.8% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling