0.0%
MSFT vs T
-5.9%
+5.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.2% |
| 7D | -1.4% | -1.5% | +0.1% | -1.7% |
| 30D | -1.0% | +7.6% | -8.6% | +0.4% |
| 3M | +20.2% | +15.3% | +4.9% | +23.4% |
| 6M | +21.3% | -8.5% | +29.7% | +15.6% |
| YTD | +2.8% | +6.8% | -4.0% | +4.4% |
| 1Y | 0.0% | -7.2% | +7.2% | 0.0% |
| All | 0.0% | -5.9% | +5.9% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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