+4.9%
MSFT vs PSX
+97.2%
-92.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -1.3% | +7.8% | -9.1% | -0.7% |
| 30D | -1.8% | -10.9% | +9.1% | -2.7% |
| 3M | +5.6% | +14.5% | -8.9% | +6.6% |
| 6M | +29.8% | +56.1% | -26.3% | +34.5% |
| YTD | +9.0% | +109.6% | -100.6% | +18.1% |
| 1Y | +4.9% | +95.5% | -90.6% | +13.0% |
| All | +4.9% | +97.2% | -92.2% | +13.0% |
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