+141,733.1%
MSFT vs CP
+7,734.8%
+133,998.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | +1.7% | +2.8% | -1.1% | +0.8% |
| 30D | +0.2% | +10.2% | -10.1% | -3.1% |
| 3M | +6.4% | +2.4% | +4.0% | +5.3% |
| 6M | +28.7% | +7.7% | +21.0% | +24.7% |
| YTD | +10.4% | +26.0% | -15.6% | +0.5% |
| 1Y | +7.6% | +34.6% | -27.0% | -4.4% |
| 3Y | +52.3% | +26.7% | +25.6% | +35.9% |
| 5Y | +64.5% | +24.9% | +39.6% | +46.5% |
| 10Y | +917.8% | +258.6% | +659.2% | +529.5% |
| All | +141,733.1% | +7,734.8% | +133,998.2% | +29,166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling