+597.7%
MSFT vs USHY
+50.7%
+547.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.7% | -0.1% | -2.6% | -2.4% |
| 30D | +2.7% | +0.1% | +2.6% | +2.5% |
| 3M | +17.0% | +0.8% | +16.1% | +15.3% |
| 6M | +23.8% | +1.7% | +22.1% | +20.0% |
| YTD | +4.0% | +2.5% | +1.5% | -0.6% |
| 1Y | -0.8% | +4.4% | -5.2% | -8.4% |
| 3Y | +55.6% | +27.4% | +28.2% | -0.9% |
| 5Y | +72.9% | +21.7% | +51.2% | +22.9% |
| All | +597.7% | +50.7% | +547.0% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 all: compounded portfolio wealth divided by compounded USHY 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…
all analysis · Full analysis span regression · 6 months rolling