+52.3%
MSFT vs U
+81.5%
-29.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.7% |
| 7D | +1.7% | +36.6% | -34.9% | -2.7% |
| 30D | +0.2% | +13.3% | -13.2% | -1.8% |
| 3M | +6.4% | +26.2% | -19.8% | +2.6% |
| 6M | +28.7% | +88.7% | -60.0% | +17.6% |
| YTD | +10.4% | +16.6% | -6.2% | +4.4% |
| 1Y | +7.6% | +29.0% | -21.3% | +0.6% |
| 3Y | +52.3% | +99.5% | -47.2% | +31.4% |
| All | +52.3% | +81.5% | -29.2% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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