+53.3%
MSFT vs USB
+95.2%
-41.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -2.0% |
| 7D | -2.7% | +1.4% | -4.1% | -2.9% |
| 30D | +2.7% | -1.3% | +4.0% | +2.9% |
| 3M | +17.0% | +15.2% | +1.7% | +14.0% |
| 6M | +23.8% | +18.8% | +5.0% | +19.8% |
| YTD | +4.0% | +21.0% | -17.0% | +0.2% |
| 1Y | -0.8% | +34.0% | -34.8% | -6.5% |
| All | +53.3% | +95.2% | -41.8% | +35.1% |
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