+45.4%
MSFT vs MDY
+58.9%
-13.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.6% |
| 7D | -6.2% | +0.2% | -6.4% | -6.3% |
| 30D | -3.7% | +2.1% | -5.8% | -4.7% |
| 3M | +3.6% | -3.6% | +7.3% | +5.5% |
| 6M | +26.8% | +1.7% | +25.1% | +25.5% |
| YTD | +8.4% | +13.8% | -5.4% | +0.9% |
| 1Y | +3.3% | +15.5% | -12.2% | -4.7% |
| All | +45.4% | +58.9% | -13.4% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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