+876.0%
MSFT vs CNH
+165.6%
+710.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.1% | -3.0% |
| 7D | -2.7% | +23.3% | -26.0% | -7.5% |
| 30D | +2.7% | +33.5% | -30.8% | -4.4% |
| 3M | +17.0% | +32.7% | -15.8% | +8.4% |
| 6M | +23.8% | +22.2% | +1.6% | +15.9% |
| YTD | +4.0% | +57.7% | -53.7% | -9.8% |
| 1Y | -0.8% | +28.0% | -28.8% | -9.1% |
| 3Y | +55.6% | +11.5% | +44.1% | +44.0% |
| 5Y | +72.9% | +11.9% | +61.0% | +55.2% |
| All | +876.0% | +165.6% | +710.3% | +559.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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