+898.9%
MSFT vs CSGP
+71.3%
+827.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -1.9% | -3.0% |
| 7D | +1.1% | +13.9% | -12.8% | -4.0% |
| 30D | +1.3% | +16.0% | -14.7% | -6.0% |
| 3M | +10.2% | +6.1% | +4.1% | +5.3% |
| 6M | +30.8% | -8.2% | +39.0% | +31.7% |
| YTD | +11.5% | -52.3% | +63.9% | +44.3% |
| 1Y | +6.5% | -54.5% | +61.0% | +40.2% |
| 3Y | +55.5% | -58.6% | +114.0% | +102.9% |
| 5Y | +66.2% | -61.5% | +127.7% | +117.2% |
| All | +898.9% | +71.3% | +827.6% | +636.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling