+5.7%
MSFT vs IRE
-97.7%
+103.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -15.8% | +13.6% | -1.7% |
| 7D | +2.3% | -41.9% | +44.2% | +3.6% |
| 30D | -0.4% | -75.1% | +74.7% | +3.4% |
| 3M | +5.6% | -82.4% | +87.9% | +9.9% |
| 6M | +29.0% | -95.5% | +124.5% | +34.5% |
| YTD | +10.9% | -93.1% | +104.0% | +13.2% |
| All | +5.7% | -97.7% | +103.4% | +8.7% |
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