+63.3%
MSFT vs CB
+105.3%
-41.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -6.2% | -1.0% | -5.2% | -6.1% |
| 30D | -3.7% | +7.3% | -11.0% | -5.0% |
| 3M | +3.6% | +7.0% | -3.4% | +2.3% |
| 6M | +26.8% | +16.3% | +10.5% | +22.5% |
| YTD | +8.4% | +19.7% | -11.3% | +3.8% |
| 1Y | +3.3% | +27.8% | -24.5% | -2.8% |
| 3Y | +44.3% | +72.0% | -27.7% | +21.2% |
| 5Y | +63.3% | +104.9% | -41.5% | +27.3% |
| All | +63.3% | +105.3% | -41.9% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling