+913.4%
MSFT vs CF
+478.3%
+435.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -2.4% | +5.4% | -7.8% | -3.1% |
| 30D | -3.8% | +6.5% | -10.3% | -4.8% |
| 3M | +6.4% | +4.6% | +1.8% | +5.3% |
| 6M | +28.8% | -3.3% | +32.1% | +28.5% |
| YTD | +8.8% | +63.9% | -55.1% | -2.1% |
| 1Y | +3.2% | +50.4% | -47.3% | -5.8% |
| 3Y | +44.8% | +68.2% | -23.5% | +27.2% |
| 5Y | +61.8% | +113.8% | -52.0% | +29.4% |
| All | +913.4% | +478.3% | +435.1% | +553.2% |
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