0.0%
MSFT vs S
+4.5%
-4.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.6% |
| 7D | -1.4% | -5.8% | +4.4% | -0.1% |
| 30D | -1.0% | -9.2% | +8.2% | +0.7% |
| 3M | +20.2% | +23.4% | -3.2% | +12.8% |
| 6M | +21.3% | +36.9% | -15.7% | +9.4% |
| YTD | +2.8% | +29.5% | -26.7% | -6.8% |
| 1Y | 0.0% | +5.4% | -5.5% | -8.0% |
| All | 0.0% | +4.5% | -4.5% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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