+64.1%
MSFT vs CB
+101.1%
-37.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | +1.7% | +0.2% | +1.4% | +1.6% |
| 30D | +0.2% | +9.1% | -8.9% | -1.5% |
| 3M | +6.4% | +3.4% | +2.9% | +5.6% |
| 6M | +28.7% | +14.1% | +14.6% | +24.9% |
| YTD | +10.4% | +18.0% | -7.6% | +5.9% |
| 1Y | +7.6% | +30.1% | -22.5% | +0.7% |
| 3Y | +52.3% | +71.8% | -19.5% | +27.7% |
| All | +64.1% | +101.1% | -37.1% | +27.9% |
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