+868.6%
MSFT vs COO
+43.7%
+824.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | 0.0% |
| 7D | -1.4% | -2.3% | +0.9% | -0.5% |
| 30D | -1.0% | -8.8% | +7.8% | +2.7% |
| 3M | +20.2% | +1.3% | +18.8% | +19.1% |
| 6M | +21.3% | -11.6% | +32.8% | +26.6% |
| YTD | +2.8% | -17.4% | +20.2% | +10.2% |
| 1Y | 0.0% | -1.6% | +1.6% | -1.5% |
| 3Y | +51.2% | -22.6% | +73.9% | +57.3% |
| 5Y | +71.4% | -40.3% | +111.8% | +100.5% |
| 10Y | +868.6% | +45.2% | +823.4% | +617.3% |
| All | +868.6% | +43.7% | +824.9% | +617.3% |
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