+3.3%
MSFT vs MP
-42.0%
+45.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.3% |
| 7D | -6.2% | +2.3% | -8.5% | -6.5% |
| 30D | -3.7% | -15.3% | +11.6% | -2.1% |
| 3M | +3.6% | -33.5% | +37.1% | +7.9% |
| 6M | +26.8% | -45.5% | +72.3% | +32.2% |
| YTD | +8.4% | -27.3% | +35.7% | +9.8% |
| 1Y | +3.3% | -40.7% | +44.0% | +6.8% |
| All | +3.3% | -42.0% | +45.3% | +6.8% |
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