+762.8%
MSFT vs IR
+322.3%
+440.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | +1.7% | +3.7% | -2.0% | +0.5% |
| 30D | +0.2% | +7.4% | -7.3% | -2.2% |
| 3M | +6.4% | -5.9% | +12.3% | +8.1% |
| 6M | +28.7% | +5.6% | +23.1% | +25.5% |
| YTD | +10.4% | +4.8% | +5.6% | +6.3% |
| 1Y | +7.6% | +6.9% | +0.7% | +2.7% |
| 3Y | +52.3% | +27.6% | +24.8% | +33.3% |
| 5Y | +64.5% | +45.8% | +18.7% | +35.1% |
| All | +762.8% | +322.3% | +440.5% | +435.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling