+922.9%
MSFT vs CG
+308.6%
+614.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.7% |
| 7D | +2.3% | +2.0% | +0.4% | +1.7% |
| 30D | -0.4% | +8.5% | -8.9% | -3.3% |
| 3M | +5.6% | -12.1% | +17.7% | +9.8% |
| 6M | +29.0% | -16.4% | +45.4% | +36.0% |
| YTD | +10.9% | -28.0% | +38.9% | +22.1% |
| 1Y | +6.2% | -18.9% | +25.1% | +11.7% |
| 3Y | +47.6% | +51.2% | -3.6% | +15.6% |
| 5Y | +67.9% | -15.9% | +83.8% | +58.9% |
| 10Y | +922.9% | +305.9% | +617.0% | +489.2% |
| All | +922.9% | +308.6% | +614.3% | +489.2% |
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