+133,470.8%
MSFT vs CAG
+604.9%
+132,865.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -2.7% | -3.8% | +1.1% | -1.9% |
| 30D | +2.7% | +3.1% | -0.4% | +1.9% |
| 3M | +17.0% | +23.5% | -6.5% | +11.3% |
| 6M | +23.8% | -14.8% | +38.7% | +27.4% |
| YTD | +4.0% | -5.4% | +9.4% | +4.1% |
| 1Y | -0.8% | -11.8% | +11.0% | +0.6% |
| 3Y | +55.6% | -36.7% | +92.3% | +67.6% |
| 5Y | +72.9% | -40.3% | +113.2% | +86.9% |
| 10Y | +875.8% | -37.0% | +912.8% | +896.6% |
| All | +133,470.8% | +604.9% | +132,865.9% | +59,143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling