+52.3%
MSFT vs MSI
+77.7%
-25.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +1.7% | +4.7% | -3.0% | +0.5% |
| 30D | +0.2% | +14.8% | -14.6% | -3.2% |
| 3M | +6.4% | +8.8% | -2.5% | +4.1% |
| 6M | +28.7% | +19.3% | +9.4% | +22.8% |
| YTD | +10.4% | +35.3% | -24.9% | +0.6% |
| 1Y | +7.6% | +33.8% | -26.1% | -1.5% |
| 3Y | +52.3% | +74.4% | -22.1% | +14.4% |
| All | +52.3% | +77.7% | -25.4% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling