-0.8%
MSFT vs PSX
+101.7%
-102.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.1% |
| 7D | -3.5% | +1.5% | -5.0% | -3.4% |
| 30D | -2.1% | +15.8% | -17.9% | -1.2% |
| 3M | +24.2% | +43.0% | -18.9% | +27.2% |
| 6M | +21.9% | +61.1% | -39.2% | +26.2% |
| YTD | +2.5% | +104.5% | -102.1% | +9.4% |
| 1Y | -0.8% | +102.5% | -103.3% | +5.5% |
| All | -0.8% | +101.7% | -102.5% | +5.5% |
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