+46.0%
MSFT vs COO
-24.6%
+70.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.5% |
| 7D | -2.4% | -2.1% | -0.3% | -2.2% |
| 30D | -3.8% | +13.9% | -17.7% | -5.1% |
| 3M | +6.4% | -18.9% | +25.4% | +9.0% |
| 6M | +28.8% | +3.7% | +25.0% | +28.0% |
| YTD | +8.8% | -24.1% | +33.0% | +12.6% |
| 1Y | +3.2% | -14.2% | +17.4% | +4.8% |
| All | +46.0% | -24.6% | +70.6% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling