+9.0%
MSFT vs SN
+156.5%
-147.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.1% | +2.6% | +6.3% |
| 7D | +4.7% | +10.6% | -6.0% | +3.7% |
| 30D | +5.8% | +20.0% | -14.2% | +4.1% |
| 3M | +13.0% | +30.4% | -17.4% | +10.3% |
| 6M | +34.9% | +91.0% | -56.1% | +28.2% |
| YTD | +15.7% | +95.9% | -80.3% | +9.7% |
| 1Y | +9.0% | +158.9% | -149.9% | +5.4% |
| All | +9.0% | +156.5% | -147.5% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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