-0.8%
MSFT vs PSX
+101.0%
-101.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -2.7% | +4.5% | -7.2% | -2.4% |
| 30D | +2.7% | +26.6% | -23.9% | +4.2% |
| 3M | +17.0% | +39.3% | -22.3% | +19.6% |
| 6M | +23.8% | +56.8% | -33.0% | +27.9% |
| YTD | +4.0% | +101.8% | -97.8% | +11.0% |
| 1Y | -0.8% | +99.6% | -100.4% | +5.4% |
| All | -0.8% | +101.0% | -101.9% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling