+3.2%
MSFT vs TER
+46.6%
-43.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.4% |
| 7D | -2.4% | +24.0% | -26.4% | -2.5% |
| 30D | -3.8% | -30.6% | +26.9% | -4.1% |
| 3M | +6.4% | -34.5% | +40.9% | +6.0% |
| 6M | +28.8% | -26.4% | +55.1% | +26.7% |
| YTD | +8.8% | +36.4% | -27.6% | +3.1% |
| 1Y | +3.2% | +47.4% | -44.2% | -3.9% |
| All | +3.2% | +46.6% | -43.5% | -3.9% |
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