+46.2%
MSFT vs MP
+161.0%
-114.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | 0.0% |
| 7D | -1.3% | +9.5% | -10.7% | -1.8% |
| 30D | -1.8% | -3.0% | +1.1% | -1.7% |
| 3M | +5.6% | -30.4% | +36.0% | +7.5% |
| 6M | +29.8% | -39.2% | +69.0% | +32.2% |
| YTD | +9.0% | -23.3% | +32.3% | +9.6% |
| 1Y | +4.9% | -32.6% | +37.6% | +6.0% |
| 3Y | +46.2% | +159.3% | -113.0% | +36.3% |
| All | +46.2% | +161.0% | -114.8% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling