0.0%
MSFT vs SO
+0.5%
-0.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -0.8% |
| 7D | -1.4% | +1.0% | -2.4% | -1.0% |
| 30D | -1.0% | -3.2% | +2.2% | -2.2% |
| 3M | +20.2% | -1.7% | +21.9% | +19.5% |
| 6M | +21.3% | -7.2% | +28.5% | +19.5% |
| YTD | +2.8% | +4.6% | -1.8% | +3.3% |
| 1Y | 0.0% | +1.2% | -1.2% | -2.2% |
| All | 0.0% | +0.5% | -0.6% | -2.2% |
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