+876.0%
MSFT vs CP
+222.0%
+654.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.2% |
| 7D | -2.7% | -2.7% | 0.0% | -1.6% |
| 30D | +2.7% | +0.2% | +2.5% | +2.5% |
| 3M | +17.0% | +2.6% | +14.4% | +15.1% |
| 6M | +23.8% | +6.0% | +17.9% | +19.3% |
| YTD | +4.0% | +24.9% | -21.0% | -8.0% |
| 1Y | -0.8% | +20.1% | -20.9% | -10.8% |
| 3Y | +55.6% | +16.4% | +39.2% | +38.2% |
| 5Y | +72.9% | +31.7% | +41.2% | +41.0% |
| All | +876.0% | +222.0% | +654.0% | +392.8% |
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