-6.3%
MSFT vs Q
+75.3%
-81.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.2% |
| 7D | -1.4% | +6.7% | -8.2% | -1.6% |
| 30D | -1.0% | -10.6% | +9.6% | -0.6% |
| 3M | +20.2% | -14.6% | +34.8% | +19.2% |
| 6M | +21.3% | +12.1% | +9.2% | +15.4% |
| YTD | +2.8% | +51.3% | -48.5% | -6.9% |
| All | -6.3% | +75.3% | -81.6% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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