0.0%
MSFT vs MSI
-2.0%
+2.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -1.4% | -5.8% | +4.3% | -0.7% |
| 30D | -1.0% | -1.0% | 0.0% | -0.9% |
| 3M | +20.2% | +14.2% | +6.0% | +18.6% |
| 6M | +21.3% | +1.0% | +20.2% | +20.8% |
| YTD | +2.8% | +21.5% | -18.7% | -0.4% |
| 1Y | 0.0% | -2.1% | +2.1% | +0.5% |
| All | 0.0% | -2.0% | +2.0% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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