+112.6%
MSFT vs MNDY
-55.0%
+167.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | 0.0% |
| 7D | -1.3% | -11.3% | +10.0% | +0.5% |
| 30D | -1.8% | -10.8% | +9.0% | -0.4% |
| 3M | +5.6% | -17.3% | +22.9% | +7.9% |
| 6M | +29.8% | +15.2% | +14.6% | +24.9% |
| YTD | +9.0% | -47.1% | +56.2% | +17.1% |
| 1Y | +4.9% | -51.4% | +56.4% | +14.1% |
| 3Y | +46.2% | -49.6% | +95.8% | +50.0% |
| 5Y | +62.1% | -78.6% | +140.7% | +62.7% |
| All | +112.6% | -55.0% | +167.6% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling