+52.3%
MSFT vs M
+100.8%
-48.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.6% |
| 7D | +1.7% | -4.3% | +5.9% | +2.1% |
| 30D | +0.2% | +1.3% | -1.1% | +0.1% |
| 3M | +6.4% | -7.4% | +13.7% | +7.0% |
| 6M | +28.7% | +18.3% | +10.4% | +26.5% |
| YTD | +10.4% | +7.6% | +2.8% | +9.2% |
| 1Y | +7.6% | +17.4% | -9.8% | +5.4% |
| 3Y | +52.3% | +108.4% | -56.0% | +44.7% |
| All | +52.3% | +100.8% | -48.5% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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