-0.8%
MSFT vs TRU
-17.6%
+16.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.5% | -9.4% | +5.9% | -1.7% |
| 30D | -2.1% | -4.1% | +2.0% | -1.3% |
| 3M | +24.2% | +13.6% | +10.6% | +20.2% |
| 6M | +21.9% | +3.6% | +18.3% | +19.0% |
| YTD | +2.5% | -9.8% | +12.3% | -0.2% |
| 1Y | -0.8% | -13.6% | +12.9% | -3.1% |
| All | -0.8% | -17.6% | +16.8% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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