-0.8%
MSFT vs CF
+62.4%
-63.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -2.3% |
| 7D | -2.7% | +6.0% | -8.7% | -2.3% |
| 30D | +2.7% | +14.8% | -12.1% | +3.7% |
| 3M | +17.0% | +14.1% | +2.9% | +17.9% |
| 6M | +23.8% | +28.5% | -4.7% | +22.7% |
| YTD | +4.0% | +74.9% | -71.0% | +1.7% |
| 1Y | -0.8% | +61.7% | -62.5% | -1.3% |
| All | -0.8% | +62.4% | -63.2% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling