+73.5%
MSFT vs Z
-64.8%
+138.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.7% |
| 7D | -2.7% | -3.0% | +0.3% | -2.2% |
| 30D | +2.7% | -4.2% | +6.9% | +3.3% |
| 3M | +17.0% | -3.7% | +20.7% | +17.3% |
| 6M | +23.8% | -24.5% | +48.3% | +29.2% |
| YTD | +4.0% | -49.3% | +53.3% | +15.8% |
| 1Y | -0.8% | -58.7% | +57.9% | +13.8% |
| 3Y | +55.6% | -34.1% | +89.7% | +58.6% |
| All | +73.5% | -64.8% | +138.3% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling