+9.0%
MSFT vs SMR
-87.0%
+96.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.5% | +11.2% | +7.1% |
| 7D | +4.7% | -9.5% | +14.2% | +5.6% |
| 30D | +5.8% | -33.2% | +39.0% | +9.5% |
| 3M | +13.0% | -45.9% | +58.9% | +18.3% |
| 6M | +34.9% | -57.9% | +92.8% | +42.2% |
| YTD | +15.7% | -63.8% | +79.5% | +22.7% |
| 1Y | +9.0% | -85.6% | +94.6% | +19.3% |
| All | +9.0% | -87.0% | +96.0% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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