+9.0%
MSFT vs IRE
-97.6%
+106.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -23.2% | +29.9% | +7.4% |
| 7D | +4.7% | -46.8% | +51.5% | +6.5% |
| 30D | +5.8% | -75.5% | +81.3% | +10.0% |
| 3M | +13.0% | -79.4% | +92.4% | +17.3% |
| 6M | +34.9% | -91.3% | +126.2% | +38.1% |
| YTD | +15.7% | -90.8% | +106.5% | +17.5% |
| 1Y | +9.0% | -97.7% | +106.7% | +10.3% |
| All | +9.0% | -97.6% | +106.5% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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