+53.3%
MSFT vs RF
+86.8%
-33.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -2.7% | +1.3% | -4.0% | -2.9% |
| 30D | +2.7% | -3.6% | +6.3% | +3.2% |
| 3M | +17.0% | +8.1% | +8.9% | +15.7% |
| 6M | +23.8% | +11.5% | +12.4% | +21.8% |
| YTD | +4.0% | +15.6% | -11.6% | +1.6% |
| 1Y | -0.8% | +15.7% | -16.5% | -3.2% |
| All | +53.3% | +86.8% | -33.5% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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