+7.6%
MSFT vs MS
+12.8%
-5.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | +1.7% | -1.6% | +3.2% | +2.2% |
| 30D | +0.2% | -3.8% | +3.9% | +1.2% |
| 3M | +6.4% | -14.6% | +21.0% | +10.1% |
| 6M | +28.7% | -5.1% | +33.8% | +28.4% |
| YTD | +10.4% | +4.5% | +5.9% | +7.0% |
| 1Y | +7.6% | +13.5% | -5.9% | +2.3% |
| All | +7.6% | +12.8% | -5.1% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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