+47.6%
MSFT vs MTB
+105.4%
-57.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -2.1% |
| 7D | +2.3% | -0.7% | +3.0% | +2.4% |
| 30D | -0.4% | +1.4% | -1.8% | -0.5% |
| 3M | +5.6% | -11.6% | +17.1% | +7.1% |
| 6M | +29.0% | +5.4% | +23.6% | +27.9% |
| YTD | +10.9% | +11.7% | -0.8% | +8.7% |
| 1Y | +6.2% | +20.5% | -14.3% | +2.7% |
| 3Y | +47.6% | +104.5% | -56.9% | +43.7% |
| All | +47.6% | +105.4% | -57.8% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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