+52.3%
MSFT vs TER
+150.3%
-98.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.2% |
| 7D | +1.7% | -20.5% | +22.1% | +3.5% |
| 30D | +0.2% | -47.0% | +47.2% | +5.3% |
| 3M | +6.4% | -43.3% | +49.6% | +10.7% |
| 6M | +28.7% | -42.9% | +71.6% | +31.4% |
| YTD | +10.4% | +12.9% | -2.5% | -0.3% |
| 1Y | +7.6% | +18.2% | -10.6% | -3.9% |
| 3Y | +52.3% | +151.8% | -99.5% | +15.9% |
| All | +52.3% | +150.3% | -98.0% | +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