+45.4%
MSFT vs MSCI
+34.4%
+11.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | -6.2% | -1.9% | -4.3% | -5.7% |
| 30D | -3.7% | +16.5% | -20.2% | -7.8% |
| 3M | +3.6% | +18.2% | -14.6% | -1.3% |
| 6M | +26.8% | +14.0% | +12.8% | +21.8% |
| YTD | +8.4% | +16.6% | -8.2% | +3.3% |
| 1Y | +3.3% | +14.8% | -11.5% | -1.2% |
| All | +45.4% | +34.4% | +11.1% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling