-0.8%
MSFT vs ITOT
+20.8%
-21.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | +2.7% | 0.0% | +2.7% | +2.7% |
| 3M | +17.0% | +2.0% | +15.0% | +14.7% |
| 6M | +23.8% | +13.0% | +10.8% | +10.9% |
| YTD | +4.0% | +14.0% | -10.0% | -7.2% |
| 1Y | -0.8% | +19.9% | -20.7% | -15.0% |
| All | -0.8% | +20.8% | -21.6% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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