+49.1%
MSFT vs MKTX
-25.2%
+74.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | -2.1% | +0.8% | -2.9% | -2.2% |
| 3M | +24.2% | +41.1% | -17.0% | +17.6% |
| 6M | +21.9% | -9.5% | +31.4% | +17.3% |
| YTD | +2.5% | -8.7% | +11.2% | -1.5% |
| 1Y | -0.8% | -10.0% | +9.2% | -4.5% |
| All | +49.1% | -25.2% | +74.4% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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