+46.0%
MSFT vs MA
+68.5%
-22.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -3.8% | +7.9% | -11.7% | -6.8% |
| 3M | +6.4% | +16.8% | -10.4% | -0.3% |
| 6M | +28.8% | +31.0% | -2.2% | +15.6% |
| YTD | +8.8% | +15.0% | -6.2% | +2.2% |
| 1Y | +3.2% | +17.0% | -13.9% | -3.9% |
| All | +46.0% | +68.5% | -22.5% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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