+53.3%
MSFT vs PL
+454.1%
-400.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -2.0% |
| 7D | -2.7% | -9.3% | +6.6% | -2.2% |
| 30D | +2.7% | -18.9% | +21.6% | +3.9% |
| 3M | +17.0% | -58.4% | +75.3% | +22.4% |
| 6M | +23.8% | -30.3% | +54.1% | +24.2% |
| YTD | +4.0% | -8.1% | +12.1% | +2.2% |
| 1Y | -0.8% | +180.5% | -181.3% | -10.9% |
| All | +53.3% | +454.1% | -400.8% | +22.5% |
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