-0.3%
MSFT vs ITOT
+17.8%
-18.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.1% |
| 7D | -0.8% | -0.9% | +0.1% | 0.0% |
| 30D | +0.8% | -1.5% | +2.3% | +2.2% |
| 3M | +27.2% | +3.6% | +23.7% | +23.3% |
| 6M | +22.9% | +13.7% | +9.2% | +9.7% |
| YTD | +3.1% | +12.9% | -9.8% | -7.1% |
| 1Y | -0.3% | +17.2% | -17.4% | -12.5% |
| All | -0.3% | +17.8% | -18.1% | -12.5% |
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