+53.3%
MSFT vs TER
+234.6%
-181.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -2.5% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | +2.7% | -8.3% | +11.0% | +3.3% |
| 3M | +17.0% | -12.2% | +29.2% | +16.3% |
| 6M | +23.8% | +17.1% | +6.8% | +16.8% |
| YTD | +4.0% | +84.7% | -80.7% | -9.6% |
| 1Y | -0.8% | +199.9% | -200.7% | -22.4% |
| All | +53.3% | +234.6% | -181.3% | +15.9% |
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