+67.9%
MSFT vs JPM
+131.3%
-63.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +2.3% | +1.2% | +1.1% | +2.0% |
| 30D | -0.4% | +2.7% | -3.1% | -1.3% |
| 3M | +5.6% | -4.5% | +10.0% | +7.2% |
| 6M | +29.0% | +14.3% | +14.6% | +22.6% |
| YTD | +10.9% | +8.2% | +2.7% | +7.2% |
| 1Y | +6.2% | +10.0% | -3.8% | +1.8% |
| 3Y | +47.6% | +149.0% | -101.3% | -1.2% |
| 5Y | +67.9% | +131.0% | -63.1% | +4.1% |
| All | +67.9% | +131.3% | -63.3% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling