+885.0%
MSFT vs CAG
-35.6%
+920.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -1.0% | -6.6% | +5.6% | -0.2% |
| 30D | -2.7% | +2.3% | -5.0% | -3.0% |
| 3M | +22.1% | +16.3% | +5.8% | +19.4% |
| 6M | +20.6% | -16.0% | +36.6% | +23.1% |
| YTD | +2.3% | -7.7% | +10.0% | +2.7% |
| 1Y | -0.5% | -16.0% | +15.5% | +1.2% |
| 3Y | +50.5% | -37.7% | +88.2% | +59.0% |
| 5Y | +72.3% | -41.2% | +113.6% | +82.6% |
| 10Y | +885.0% | -33.8% | +918.8% | +887.6% |
| All | +885.0% | -35.6% | +920.6% | +887.6% |
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