-0.8%
MSFT vs SMR
-72.0%
+71.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.7% | +0.6% |
| 7D | -3.5% | +4.7% | -8.2% | -3.9% |
| 30D | -2.1% | +3.2% | -5.3% | -2.6% |
| 3M | +24.2% | +9.9% | +14.3% | +22.0% |
| 6M | +21.9% | -15.1% | +37.0% | +20.6% |
| YTD | +2.5% | -27.9% | +30.4% | +2.5% |
| 1Y | -0.8% | -70.2% | +69.5% | +1.6% |
| All | -0.8% | -72.0% | +71.2% | +1.6% |
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