+9.0%
MSFT vs JPM
+17.0%
-8.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.2% | +2.5% | +6.1% |
| 7D | +4.7% | +3.8% | +0.9% | +4.1% |
| 30D | +5.8% | +6.5% | -0.6% | +5.0% |
| 3M | +13.0% | -1.0% | +14.0% | +12.9% |
| 6M | +34.9% | +15.5% | +19.4% | +33.5% |
| YTD | +15.7% | +11.4% | +4.3% | +14.5% |
| 1Y | +9.0% | +16.1% | -7.1% | +7.8% |
| All | +9.0% | +17.0% | -8.1% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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