+6.2%
MSFT vs MSCI
+14.5%
-8.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.8% |
| 7D | +2.3% | +2.7% | -0.3% | +1.5% |
| 30D | -0.4% | +16.2% | -16.6% | -5.4% |
| 3M | +5.6% | +17.1% | -11.5% | -0.1% |
| 6M | +29.0% | +13.0% | +15.9% | +23.3% |
| YTD | +10.9% | +15.8% | -4.8% | +5.7% |
| 1Y | +6.2% | +15.5% | -9.3% | +0.6% |
| All | +6.2% | +14.5% | -8.3% | +0.6% |
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