+9.0%
MSFT vs MP
-35.7%
+44.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -5.1% | +11.8% | +7.2% |
| 7D | +4.7% | -12.5% | +17.2% | +6.1% |
| 30D | +5.8% | -23.3% | +29.2% | +8.7% |
| 3M | +13.0% | -24.4% | +37.3% | +15.7% |
| 6M | +34.9% | -45.8% | +80.7% | +40.7% |
| YTD | +15.7% | -28.9% | +44.6% | +17.1% |
| 1Y | +9.0% | -34.6% | +43.5% | +10.9% |
| All | +9.0% | -35.7% | +44.6% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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