+125.0%
MSFT vs COMP
-51.7%
+176.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -2.5% |
| 7D | -6.2% | +2.2% | -8.4% | -6.5% |
| 30D | -3.7% | +16.3% | -20.0% | -5.3% |
| 3M | +3.6% | -19.1% | +22.8% | +5.4% |
| 6M | +26.8% | +17.1% | +9.7% | +23.7% |
| YTD | +8.4% | -2.9% | +11.4% | +6.8% |
| 1Y | +3.3% | +8.8% | -5.5% | +0.4% |
| 3Y | +44.3% | +423.5% | -379.2% | +13.5% |
| 5Y | +63.3% | -10.5% | +73.8% | +42.3% |
| All | +125.0% | -51.7% | +176.7% | +91.8% |
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