+915.1%
MSFT vs CL
+88.0%
+827.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.5% |
| 7D | -1.3% | +3.2% | -4.5% | -2.3% |
| 30D | -1.8% | +8.0% | -9.9% | -4.6% |
| 3M | +5.6% | +7.9% | -2.2% | +2.6% |
| 6M | +29.8% | +14.7% | +15.1% | +22.8% |
| YTD | +9.0% | +29.2% | -20.1% | -2.4% |
| 1Y | +4.9% | +29.5% | -24.6% | -6.4% |
| 3Y | +46.2% | +40.7% | +5.6% | +20.2% |
| 5Y | +62.1% | +43.9% | +18.3% | +29.7% |
| All | +915.1% | +88.0% | +827.1% | +630.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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