+133,470.8%
MSFT vs COP
+4,537.2%
+128,933.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.8% |
| 7D | -2.7% | +3.0% | -5.7% | -3.5% |
| 30D | +2.7% | +17.5% | -14.8% | -1.5% |
| 3M | +17.0% | +13.4% | +3.6% | +12.9% |
| 6M | +23.8% | +17.7% | +6.1% | +17.7% |
| YTD | +4.0% | +46.6% | -42.6% | -6.9% |
| 1Y | -0.8% | +44.6% | -45.4% | -11.2% |
| 3Y | +55.6% | +20.7% | +34.9% | +42.9% |
| 5Y | +72.9% | +185.0% | -112.1% | +20.7% |
| 10Y | +875.8% | +347.0% | +528.8% | +440.2% |
| All | +133,470.8% | +4,537.2% | +128,933.6% | +42,562.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling