+9.0%
MSFT vs TER
+42.7%
-33.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -6.8% | +13.5% | +6.6% |
| 7D | +4.7% | -19.9% | +24.5% | +4.5% |
| 30D | +5.8% | -43.5% | +49.4% | +5.2% |
| 3M | +13.0% | -37.8% | +50.8% | +12.7% |
| 6M | +34.9% | -25.6% | +60.5% | +32.7% |
| YTD | +15.7% | +29.8% | -14.2% | +10.9% |
| 1Y | +9.0% | +43.2% | -34.2% | +2.9% |
| All | +9.0% | +42.7% | -33.7% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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