+9.0%
MSFT vs MO
+45.9%
-36.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.4% | +5.3% | +7.1% |
| 7D | +4.7% | +6.9% | -2.2% | +7.0% |
| 30D | +5.8% | +14.9% | -9.1% | +11.0% |
| 3M | +13.0% | +16.4% | -3.4% | +18.8% |
| 6M | +34.9% | +9.6% | +25.3% | +38.5% |
| YTD | +15.7% | +41.8% | -26.2% | +21.0% |
| 1Y | +9.0% | +45.3% | -36.4% | +13.5% |
| All | +9.0% | +45.9% | -36.9% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling