+53.3%
MSFT vs COO
-23.4%
+76.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.9% |
| 7D | -2.7% | -2.2% | -0.5% | -2.4% |
| 30D | +2.7% | -7.0% | +9.7% | +3.6% |
| 3M | +17.0% | +12.2% | +4.8% | +15.3% |
| 6M | +23.8% | -15.1% | +38.9% | +26.5% |
| YTD | +4.0% | -15.1% | +19.1% | +6.2% |
| 1Y | -0.8% | +2.3% | -3.2% | -1.5% |
| All | +53.3% | -23.4% | +76.7% | +51.8% |
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