+46.2%
MSFT vs IWM
+70.6%
-24.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.3% | +1.4% | -2.7% | -1.9% |
| 30D | -1.8% | +2.3% | -4.1% | -2.7% |
| 3M | +5.6% | -8.3% | +13.9% | +9.4% |
| 6M | +29.8% | -1.3% | +31.1% | +30.3% |
| YTD | +9.0% | +13.5% | -4.5% | +2.9% |
| 1Y | +4.9% | +18.4% | -13.5% | -2.8% |
| 3Y | +46.2% | +69.6% | -23.4% | +25.4% |
| All | +46.2% | +70.6% | -24.3% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 IWM 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