+50.6%
MSFT vs IT
-52.6%
+103.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.3% |
| 7D | +1.7% | -16.9% | +18.6% | +4.7% |
| 30D | +0.2% | +2.3% | -2.2% | -1.2% |
| 3M | +6.4% | +2.9% | +3.5% | +4.5% |
| 6M | +28.7% | +25.9% | +2.8% | +19.6% |
| YTD | +10.4% | -24.6% | +35.1% | +13.5% |
| 1Y | +7.6% | -16.0% | +23.7% | +8.0% |
| All | +50.6% | -52.6% | +103.1% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling