+9.0%
MSFT vs CSGP
-53.2%
+62.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.0% | +2.7% | +6.0% |
| 7D | +4.7% | +18.3% | -13.6% | +1.5% |
| 30D | +5.8% | +17.8% | -12.0% | +1.4% |
| 3M | +13.0% | +9.3% | +3.7% | +9.9% |
| 6M | +34.9% | -7.9% | +42.8% | +34.8% |
| YTD | +15.7% | -51.5% | +67.2% | +27.3% |
| 1Y | +9.0% | -53.3% | +62.3% | +20.2% |
| All | +9.0% | -53.2% | +62.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling