+3.2%
MSFT vs SO
+4.8%
-1.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | -0.2% |
| 7D | -2.4% | -0.9% | -1.5% | -2.8% |
| 30D | -3.8% | +4.9% | -8.7% | -1.8% |
| 3M | +6.4% | +0.8% | +5.6% | +6.5% |
| 6M | +28.8% | +0.6% | +28.2% | +29.2% |
| YTD | +8.8% | +8.7% | +0.2% | +10.8% |
| 1Y | +3.2% | +4.0% | -0.8% | +8.8% |
| All | +3.2% | +4.8% | -1.6% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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