+885.0%
MSFT vs CG
+324.5%
+560.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.9% |
| 7D | -1.0% | -6.4% | +5.4% | +1.2% |
| 30D | -2.7% | -7.1% | +4.4% | -0.4% |
| 3M | +22.1% | -1.6% | +23.7% | +22.2% |
| 6M | +20.6% | -8.3% | +28.9% | +23.0% |
| YTD | +2.3% | -23.8% | +26.1% | +10.7% |
| 1Y | -0.5% | -28.7% | +28.2% | +9.5% |
| 3Y | +50.5% | +49.2% | +1.4% | +18.9% |
| 5Y | +72.3% | +5.5% | +66.8% | +49.8% |
| 10Y | +885.0% | +331.2% | +553.8% | +439.0% |
| All | +885.0% | +324.5% | +560.5% | +439.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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