+9.0%
MSFT vs IT
-17.9%
+26.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.5% | +5.2% | +6.5% |
| 7D | +4.7% | -5.5% | +10.1% | +5.1% |
| 30D | +5.8% | +10.3% | -4.5% | +3.3% |
| 3M | +13.0% | +11.5% | +1.5% | +9.8% |
| 6M | +34.9% | +40.3% | -5.3% | +23.7% |
| YTD | +15.7% | -17.9% | +33.5% | +13.0% |
| 1Y | +9.0% | -8.8% | +17.7% | +7.6% |
| All | +9.0% | -17.9% | +26.9% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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