0.0%
MSFT vs CP
+19.5%
-19.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.3% |
| 7D | -1.4% | +2.4% | -3.8% | -0.8% |
| 30D | -1.0% | -0.5% | -0.5% | -1.1% |
| 3M | +20.2% | +1.4% | +18.8% | +20.5% |
| 6M | +21.3% | +10.3% | +11.0% | +23.4% |
| YTD | +2.8% | +24.3% | -21.5% | +9.5% |
| 1Y | 0.0% | +20.4% | -20.5% | +6.9% |
| All | 0.0% | +19.5% | -19.5% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CP 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling