+915.1%
MSFT vs CB
+250.2%
+664.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -1.3% | +2.9% | -4.2% | -2.2% |
| 30D | -1.8% | +7.3% | -9.1% | -4.2% |
| 3M | +5.6% | +9.4% | -3.8% | +2.3% |
| 6M | +29.8% | +19.6% | +10.2% | +21.2% |
| YTD | +9.0% | +21.5% | -12.5% | +0.8% |
| 1Y | +4.9% | +28.0% | -23.1% | -4.9% |
| 3Y | +46.2% | +74.9% | -28.7% | +14.9% |
| 5Y | +62.1% | +108.1% | -46.0% | +16.8% |
| All | +915.1% | +250.2% | +664.9% | +472.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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