+889.0%
MSFT vs CF
+561.7%
+327.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +1.7% | -3.2% | +4.8% | +2.0% |
| 30D | +0.2% | +4.3% | -4.2% | -0.6% |
| 3M | +6.4% | +2.8% | +3.5% | +5.4% |
| 6M | +28.7% | +0.6% | +28.1% | +27.4% |
| YTD | +10.4% | +56.6% | -46.2% | +0.2% |
| 1Y | +7.6% | +49.6% | -42.0% | -1.7% |
| 3Y | +52.3% | +61.5% | -9.2% | +34.8% |
| 5Y | +64.5% | +124.0% | -59.4% | +30.1% |
| All | +889.0% | +561.7% | +327.3% | +572.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling