+922.9%
MSFT vs CAG
-38.9%
+961.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | +2.3% | +6.6% | -4.3% | +1.5% |
| 30D | -0.4% | +13.9% | -14.3% | -2.1% |
| 3M | +5.6% | +4.0% | +1.5% | +4.8% |
| 6M | +29.0% | +10.0% | +19.0% | +26.8% |
| YTD | +10.9% | -6.1% | +17.1% | +10.9% |
| 1Y | +6.2% | -4.3% | +10.5% | +5.9% |
| 3Y | +47.6% | -34.6% | +82.2% | +54.3% |
| 5Y | +67.9% | -39.4% | +107.4% | +76.8% |
| 10Y | +922.9% | -34.2% | +957.0% | +867.7% |
| All | +922.9% | -38.9% | +961.7% | +867.7% |
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