+49.1%
MSFT vs ITOT
+74.3%
-25.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.8% |
| 7D | -3.5% | -2.0% | -1.4% | -1.6% |
| 30D | -2.1% | -2.0% | -0.1% | -0.2% |
| 3M | +24.2% | +4.5% | +19.6% | +19.2% |
| 6M | +21.9% | +12.6% | +9.2% | +9.0% |
| YTD | +2.5% | +12.0% | -9.5% | -7.8% |
| 1Y | -0.8% | +17.3% | -18.0% | -14.6% |
| All | +49.1% | +74.3% | -25.2% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling