+53.8%
MSFT vs MP
+104.2%
-50.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.0% | +2.5% | -3.2% |
| 7D | +1.1% | -19.0% | +20.1% | +2.2% |
| 30D | +1.3% | -30.5% | +31.7% | +3.2% |
| 3M | +10.2% | -29.6% | +39.7% | +12.0% |
| 6M | +30.8% | -50.4% | +81.2% | +34.7% |
| YTD | +11.5% | -33.2% | +44.7% | +13.0% |
| 1Y | +6.5% | -38.6% | +45.1% | +8.3% |
| All | +53.8% | +104.2% | -50.4% | +44.4% |
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