+885.0%
MSFT vs COP
+334.3%
+550.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -1.0% | -0.5% | -0.6% | -1.0% |
| 30D | -2.7% | +11.7% | -14.4% | -4.8% |
| 3M | +22.1% | +17.7% | +4.4% | +18.0% |
| 6M | +20.6% | +18.3% | +2.3% | +16.0% |
| YTD | +2.3% | +49.1% | -46.8% | -6.3% |
| 1Y | -0.5% | +53.3% | -53.9% | -9.7% |
| 3Y | +50.5% | +22.2% | +28.4% | +40.9% |
| 5Y | +72.3% | +193.3% | -121.0% | +27.5% |
| 10Y | +885.0% | +340.2% | +544.8% | +554.4% |
| All | +885.0% | +334.3% | +550.7% | +554.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded COP 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling