0.0%
MSFT vs TER
+210.1%
-210.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -1.1% |
| 7D | -1.4% | +11.0% | -12.4% | -1.3% |
| 30D | -1.0% | -1.9% | +0.9% | -1.0% |
| 3M | +20.2% | -0.7% | +20.9% | +18.9% |
| 6M | +21.3% | +36.4% | -15.1% | +18.8% |
| YTD | +2.8% | +92.4% | -89.7% | 0.0% |
| 1Y | 0.0% | +213.5% | -213.6% | -2.2% |
| All | 0.0% | +210.1% | -210.1% | -2.2% |
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