+52.3%
MSFT vs COP
+23.8%
+28.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | +1.7% | -11.5% | +13.2% | +2.2% |
| 30D | +0.2% | +5.0% | -4.8% | -0.2% |
| 3M | +6.4% | +17.5% | -11.1% | +5.1% |
| 6M | +28.7% | +16.2% | +12.5% | +27.2% |
| YTD | +10.4% | +48.8% | -38.4% | +6.3% |
| 1Y | +7.6% | +64.1% | -56.5% | +2.2% |
| 3Y | +52.3% | +25.7% | +26.6% | +45.3% |
| All | +52.3% | +23.8% | +28.5% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling