-0.8%
MSFT vs MPC
+120.1%
-120.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -2.7% | +5.4% | -8.1% | -2.5% |
| 30D | +2.7% | +31.0% | -28.3% | +3.6% |
| 3M | +17.0% | +46.0% | -29.1% | +18.9% |
| 6M | +23.8% | +77.3% | -53.5% | +27.0% |
| YTD | +4.0% | +141.9% | -137.9% | +9.8% |
| 1Y | -0.8% | +120.9% | -121.7% | +8.1% |
| All | -0.8% | +120.1% | -120.9% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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