+3.3%
MSFT vs IRE
-97.2%
+100.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +39.6% | -40.6% | -2.2% |
| 7D | +1.7% | -27.2% | +28.8% | +2.0% |
| 30D | +0.2% | -75.1% | +75.3% | +3.6% |
| 3M | +6.4% | -77.9% | +84.2% | +9.5% |
| 6M | +28.7% | -94.6% | +123.3% | +32.9% |
| YTD | +10.4% | -91.5% | +102.0% | +12.0% |
| 1Y | +7.6% | -97.8% | +105.4% | +9.4% |
| All | +3.3% | -97.2% | +100.6% | +5.0% |
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