+51.2%
MSFT vs JPM
+163.4%
-112.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.8% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | -1.0% | -1.1% | +0.1% | -0.7% |
| 3M | +20.2% | +14.1% | +6.1% | +16.0% |
| 6M | +21.3% | +23.3% | -2.0% | +14.1% |
| YTD | +2.8% | +11.3% | -8.5% | -0.4% |
| 1Y | 0.0% | +23.0% | -23.0% | -6.4% |
| 3Y | +51.2% | +162.6% | -111.3% | +17.7% |
| All | +51.2% | +163.4% | -112.2% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling