+46.2%
MSFT vs MO
+145.0%
-98.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | +0.3% |
| 7D | -1.3% | +3.3% | -4.6% | -0.7% |
| 30D | -1.8% | +7.5% | -9.4% | -0.5% |
| 3M | +5.6% | +22.8% | -17.1% | +9.6% |
| 6M | +29.8% | +13.4% | +16.5% | +32.3% |
| YTD | +9.0% | +43.0% | -34.0% | +12.4% |
| 1Y | +4.9% | +45.2% | -40.3% | +8.3% |
| 3Y | +46.2% | +145.5% | -99.3% | +50.9% |
| All | +46.2% | +145.0% | -98.8% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling