+59.5%
MSFT vs USB
+94.5%
-35.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.9% | +4.8% | +6.3% |
| 7D | +4.7% | +2.4% | +2.3% | +4.2% |
| 30D | +5.8% | +6.6% | -0.7% | +4.5% |
| 3M | +13.0% | -4.1% | +17.1% | +13.9% |
| 6M | +34.9% | +12.5% | +22.4% | +31.7% |
| YTD | +15.7% | +17.6% | -2.0% | +11.6% |
| 1Y | +9.0% | +36.5% | -27.5% | +1.7% |
| All | +59.5% | +94.5% | -35.0% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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