+46.0%
MSFT vs U
+89.9%
-44.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -2.4% | +2.8% | -5.2% | -2.8% |
| 30D | -3.8% | +7.6% | -11.4% | -5.0% |
| 3M | +6.4% | +12.7% | -6.3% | +4.3% |
| 6M | +28.8% | +87.0% | -58.2% | +18.0% |
| YTD | +8.8% | +13.6% | -4.8% | +3.3% |
| 1Y | +3.2% | +25.3% | -22.1% | -3.2% |
| All | +46.0% | +89.9% | -44.0% | +27.7% |
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