+52.3%
MSFT vs PL
+455.3%
-403.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.4% | -11.4% | -1.6% |
| 7D | +1.7% | -6.8% | +8.5% | +2.0% |
| 30D | +0.2% | -29.3% | +29.5% | +2.1% |
| 3M | +6.4% | -44.8% | +51.1% | +9.9% |
| 6M | +28.7% | -68.4% | +97.1% | +36.5% |
| YTD | +10.4% | -36.4% | +46.8% | +10.5% |
| 1Y | +7.6% | +0.7% | +6.9% | +3.9% |
| 3Y | +52.3% | +455.3% | -403.0% | +24.1% |
| All | +52.3% | +455.3% | -403.0% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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