+53.3%
MSFT vs MS
+178.0%
-124.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -2.7% | +1.4% | -4.1% | -3.0% |
| 30D | +2.7% | -0.3% | +3.0% | +2.7% |
| 3M | +17.0% | +0.3% | +16.7% | +16.3% |
| 6M | +23.8% | +31.3% | -7.5% | +13.8% |
| YTD | +4.0% | +24.7% | -20.7% | -3.2% |
| 1Y | -0.8% | +47.9% | -48.7% | -12.4% |
| All | +53.3% | +178.0% | -124.7% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling