+129.1%
MSFT vs COMP
-52.0%
+181.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.7% | -11.7% | -2.1% |
| 7D | +1.7% | +13.4% | -11.8% | +0.3% |
| 30D | +0.2% | +11.1% | -10.9% | -1.1% |
| 3M | +6.4% | -18.8% | +25.2% | +8.2% |
| 6M | +28.7% | +10.5% | +18.2% | +26.3% |
| YTD | +10.4% | -3.4% | +13.8% | +8.8% |
| 1Y | +7.6% | +19.7% | -12.1% | +3.7% |
| 3Y | +52.3% | +381.6% | -329.3% | +20.9% |
| 5Y | +64.5% | -17.6% | +82.1% | +43.6% |
| All | +129.1% | -52.0% | +181.0% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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