+99.9%
MSFT vs PL
+84.9%
+15.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.9% |
| 7D | -2.7% | -9.3% | +6.6% | -1.9% |
| 30D | +2.7% | -18.9% | +21.6% | +4.4% |
| 3M | +17.0% | -58.4% | +75.3% | +25.1% |
| 6M | +23.8% | -30.3% | +54.1% | +24.4% |
| YTD | +4.0% | -8.1% | +12.1% | +1.3% |
| 1Y | -0.8% | +180.5% | -181.3% | -15.6% |
| 3Y | +55.6% | +444.1% | -388.5% | +15.5% |
| 5Y | +72.9% | +83.0% | -10.1% | +35.9% |
| All | +99.9% | +84.9% | +15.0% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling