+52.3%
MSFT vs MP
+114.3%
-62.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.9% | -1.3% |
| 7D | +1.7% | -10.5% | +12.2% | +2.3% |
| 30D | +0.2% | -23.5% | +23.7% | +1.6% |
| 3M | +6.4% | -25.4% | +31.8% | +7.8% |
| 6M | +28.7% | -51.3% | +80.0% | +32.6% |
| YTD | +10.4% | -29.9% | +40.3% | +11.6% |
| 1Y | +7.6% | -31.8% | +39.5% | +8.8% |
| 3Y | +52.3% | +127.0% | -74.7% | +42.6% |
| All | +52.3% | +114.3% | -62.0% | +42.6% |
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