+30,049.5%
MSFT vs CB
+6,559.4%
+23,490.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | -2.7% | +0.5% | -3.2% | -2.8% |
| 30D | +2.7% | -3.1% | +5.8% | +3.6% |
| 3M | +17.0% | +9.0% | +8.0% | +13.7% |
| 6M | +23.8% | +2.9% | +21.0% | +22.2% |
| YTD | +4.0% | +10.1% | -6.1% | +0.4% |
| 1Y | -0.8% | +22.8% | -23.6% | -7.4% |
| 3Y | +55.6% | +73.8% | -18.2% | +29.4% |
| 5Y | +72.9% | +99.2% | -26.3% | +37.0% |
| 10Y | +875.8% | +218.2% | +657.6% | +556.5% |
| All | +30,049.5% | +6,559.4% | +23,490.0% | +10,595.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling