+46.2%
MSFT vs TER
+188.5%
-142.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.6% |
| 7D | -1.3% | +14.4% | -15.6% | -2.5% |
| 30D | -1.8% | -30.6% | +28.7% | +0.8% |
| 3M | +5.6% | -39.2% | +44.8% | +9.3% |
| 6M | +29.8% | -31.3% | +61.1% | +30.1% |
| YTD | +9.0% | +29.1% | -20.1% | -2.7% |
| 1Y | +4.9% | +47.4% | -42.5% | -8.7% |
| 3Y | +46.2% | +191.2% | -145.0% | +13.9% |
| All | +46.2% | +188.5% | -142.3% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling