+915.1%
MSFT vs CG
+278.5%
+636.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.2% |
| 7D | -1.3% | +0.2% | -1.4% | -1.4% |
| 30D | -1.8% | +11.2% | -13.0% | -5.6% |
| 3M | +5.6% | -22.1% | +27.7% | +14.6% |
| 6M | +29.8% | -17.9% | +47.7% | +37.7% |
| YTD | +9.0% | -31.3% | +40.3% | +21.9% |
| 1Y | +4.9% | -24.0% | +28.9% | +12.9% |
| 3Y | +46.2% | +45.0% | +1.2% | +16.1% |
| 5Y | +62.1% | -22.6% | +84.8% | +58.0% |
| All | +915.1% | +278.5% | +636.7% | +491.9% |
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