+2,753.1%
MSFT vs CF
+5,277.9%
-2,524.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.2% | -9.7% | -4.7% |
| 7D | +1.1% | +0.4% | +0.7% | +0.8% |
| 30D | +1.3% | +2.2% | -0.9% | +0.6% |
| 3M | +10.2% | +2.1% | +8.0% | +9.1% |
| 6M | +30.8% | -6.5% | +37.3% | +30.9% |
| YTD | +11.5% | +55.6% | -44.0% | +0.2% |
| 1Y | +6.5% | +42.3% | -35.8% | -2.7% |
| 3Y | +55.5% | +55.7% | -0.3% | +37.0% |
| 5Y | +66.2% | +122.4% | -56.3% | +31.3% |
| 10Y | +928.0% | +568.5% | +359.5% | +509.4% |
| All | +2,753.1% | +5,277.9% | -2,524.8% | +912.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling