-2.7%
MSFT vs IRE
-84.4%
+81.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +14.0% | -16.0% | -2.5% |
| 7D | -2.7% | +54.8% | -57.5% | -4.2% |
| 30D | +2.7% | +18.4% | -15.7% | +1.5% |
| 3M | +17.0% | -66.7% | +83.7% | +16.0% |
| 6M | +23.8% | -52.3% | +76.1% | +20.0% |
| YTD | +4.0% | -52.3% | +56.3% | +1.1% |
| All | -2.7% | -84.4% | +81.8% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling