+64.6%
MSFT vs IT
-43.1%
+107.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +0.1% |
| 7D | +1.7% | -16.9% | +18.6% | +6.5% |
| 30D | +0.2% | +2.3% | -2.2% | -1.7% |
| 3M | +6.4% | +2.9% | +3.5% | +3.7% |
| 6M | +28.7% | +25.9% | +2.8% | +15.1% |
| YTD | +10.4% | -24.6% | +35.1% | +16.8% |
| 1Y | +7.6% | -16.0% | +23.7% | +9.0% |
| 3Y | +52.3% | -51.6% | +103.9% | +85.9% |
| All | +64.6% | -43.1% | +107.7% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling