+915.1%
MSFT vs CAG
-37.3%
+952.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | 0.0% |
| 7D | -1.3% | -3.3% | +2.1% | -0.8% |
| 30D | -1.8% | +7.7% | -9.5% | -2.9% |
| 3M | +5.6% | -3.2% | +8.8% | +5.8% |
| 6M | +29.8% | +7.0% | +22.8% | +28.1% |
| YTD | +9.0% | -9.0% | +18.0% | +9.4% |
| 1Y | +4.9% | -9.6% | +14.6% | +5.4% |
| 3Y | +46.2% | -36.0% | +82.2% | +53.2% |
| 5Y | +62.1% | -40.9% | +103.0% | +71.1% |
| All | +915.1% | -37.3% | +952.4% | +874.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling