+876.8%
MSFT vs CF
+569.3%
+307.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.6% |
| 7D | -2.7% | +6.0% | -8.7% | -3.6% |
| 30D | +2.7% | +14.8% | -12.1% | +0.5% |
| 3M | +17.0% | +14.1% | +2.9% | +14.2% |
| 6M | +23.8% | +28.5% | -4.7% | +17.2% |
| YTD | +4.0% | +74.9% | -71.0% | -6.9% |
| 1Y | -0.8% | +61.7% | -62.5% | -10.1% |
| 3Y | +55.6% | +80.3% | -24.7% | +35.8% |
| 5Y | +72.9% | +226.0% | -153.1% | +26.9% |
| All | +876.8% | +569.3% | +307.5% | +525.4% |
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