+48.9%
MSFT vs MNDY
-52.8%
+101.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | 0.0% |
| 7D | -1.0% | -14.1% | +13.1% | +1.3% |
| 30D | -2.7% | -8.5% | +5.8% | -1.5% |
| 3M | +22.1% | -2.5% | +24.7% | +21.6% |
| 6M | +20.6% | +0.1% | +20.5% | +18.8% |
| YTD | +2.3% | -45.0% | +47.3% | +9.1% |
| 1Y | -0.5% | -58.1% | +57.6% | +9.4% |
| All | +48.9% | -52.8% | +101.7% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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