+64.1%
MSFT vs CP
+24.4%
+39.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | +1.7% | +2.8% | -1.1% | +0.9% |
| 30D | +0.2% | +10.2% | -10.1% | -2.7% |
| 3M | +6.4% | +2.4% | +4.0% | +5.5% |
| 6M | +28.7% | +7.7% | +21.0% | +25.0% |
| YTD | +10.4% | +26.0% | -15.6% | +0.7% |
| 1Y | +7.6% | +34.6% | -27.0% | -4.6% |
| 3Y | +52.3% | +26.7% | +25.6% | +33.9% |
| All | +64.1% | +24.4% | +39.7% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling