+7.6%
MSFT vs MSCI
+14.2%
-6.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.2% |
| 7D | +1.7% | +2.8% | -1.2% | +0.9% |
| 30D | +0.2% | +15.4% | -15.3% | -4.6% |
| 3M | +6.4% | +13.4% | -7.1% | +1.9% |
| 6M | +28.7% | +10.9% | +17.8% | +24.0% |
| YTD | +10.4% | +13.0% | -2.6% | +6.4% |
| 1Y | +7.6% | +12.0% | -4.4% | +2.8% |
| All | +7.6% | +14.2% | -6.6% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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