+889.0%
MSFT vs CSGP
+63.3%
+825.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | +0.8% |
| 7D | +1.7% | +1.3% | +0.4% | +1.1% |
| 30D | +0.2% | +10.7% | -10.5% | -5.4% |
| 3M | +6.4% | +3.3% | +3.1% | +2.7% |
| 6M | +28.7% | -10.3% | +39.0% | +30.6% |
| YTD | +10.4% | -54.6% | +65.0% | +45.4% |
| 1Y | +7.6% | -54.6% | +62.3% | +41.4% |
| 3Y | +52.3% | -60.3% | +112.7% | +101.9% |
| 5Y | +64.5% | -63.3% | +127.8% | +118.8% |
| All | +889.0% | +63.3% | +825.7% | +642.5% |
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