+893.1%
MSFT vs COO
+37.2%
+855.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | +1.7% | +4.7% | -3.1% | -0.1% |
| 30D | +0.2% | +13.9% | -13.7% | -4.9% |
| 3M | +6.4% | -14.9% | +21.3% | +12.3% |
| 6M | +28.7% | +2.0% | +26.7% | +25.3% |
| YTD | +10.4% | -23.9% | +34.3% | +21.1% |
| 1Y | +7.6% | -9.6% | +17.2% | +9.1% |
| 3Y | +52.3% | -25.4% | +77.7% | +58.6% |
| 5Y | +64.5% | -41.2% | +105.7% | +89.9% |
| All | +893.1% | +37.2% | +855.9% | +652.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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