+889.6%
MSFT vs COP
+329.5%
+560.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -1.0% | +15.6% | -16.6% | -3.8% |
| 3M | +20.2% | +14.3% | +5.9% | +16.8% |
| 6M | +21.3% | +17.0% | +4.3% | +16.9% |
| YTD | +2.8% | +47.4% | -44.7% | -5.6% |
| 1Y | 0.0% | +52.4% | -52.4% | -9.1% |
| 3Y | +51.2% | +20.8% | +30.4% | +41.9% |
| 5Y | +71.4% | +191.7% | -120.2% | +26.9% |
| All | +889.6% | +329.5% | +560.1% | +558.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling