+46.0%
MSFT vs T
+65.2%
-19.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.3% |
| 7D | -2.4% | +1.6% | -4.1% | -2.2% |
| 30D | -3.8% | -2.9% | -0.8% | -4.0% |
| 3M | +6.4% | -7.5% | +13.9% | +5.7% |
| 6M | +28.8% | -9.9% | +38.7% | +27.1% |
| YTD | +8.8% | -6.4% | +15.3% | +8.2% |
| 1Y | +3.2% | -9.4% | +12.6% | +2.3% |
| All | +46.0% | +65.2% | -19.2% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling