+133,470.8%
MSFT vs COO
+5,988.7%
+127,482.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.9% |
| 7D | -2.7% | -2.2% | -0.5% | -2.5% |
| 30D | +2.7% | -7.0% | +9.7% | +3.3% |
| 3M | +17.0% | +12.2% | +4.8% | +15.8% |
| 6M | +23.8% | -15.1% | +38.9% | +25.3% |
| YTD | +4.0% | -15.1% | +19.1% | +5.2% |
| 1Y | -0.8% | +2.3% | -3.2% | -1.3% |
| 3Y | +55.6% | -23.7% | +79.3% | +57.6% |
| 5Y | +72.9% | -38.9% | +111.8% | +77.9% |
| 10Y | +875.8% | +49.9% | +825.9% | +847.4% |
| All | +133,470.8% | +5,988.7% | +127,482.1% | +112,716.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling