+55.0%
MSFT vs PM
+120.4%
-65.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -2.1% |
| 7D | -2.7% | -4.9% | +2.2% | -2.8% |
| 30D | +2.7% | -3.4% | +6.1% | +2.6% |
| 3M | +17.0% | +5.2% | +11.8% | +16.7% |
| 6M | +23.8% | +3.7% | +20.1% | +23.5% |
| YTD | +4.0% | +15.8% | -11.8% | +3.4% |
| 1Y | -0.8% | +17.4% | -18.2% | -1.5% |
| All | +55.0% | +120.4% | -65.4% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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