+894.4%
MSFT vs CP
+251.7%
+642.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.2% |
| 7D | -6.2% | -0.7% | -5.6% | -5.9% |
| 30D | -3.7% | +9.6% | -13.3% | -7.5% |
| 3M | +3.6% | +2.2% | +1.4% | +2.4% |
| 6M | +26.8% | +11.1% | +15.7% | +20.0% |
| YTD | +8.4% | +28.2% | -19.7% | -5.3% |
| 1Y | +3.3% | +32.2% | -28.9% | -11.2% |
| 3Y | +44.3% | +35.5% | +8.8% | +18.4% |
| 5Y | +63.3% | +26.8% | +36.6% | +36.3% |
| 10Y | +894.4% | +256.9% | +637.4% | +387.6% |
| All | +894.4% | +251.7% | +642.7% | +387.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling