+922.9%
MSFT vs CSGP
+61.5%
+861.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.1% |
| 7D | +2.3% | -3.2% | +5.5% | +3.6% |
| 30D | -0.4% | +2.2% | -2.6% | -2.6% |
| 3M | +5.6% | -3.7% | +9.2% | +4.8% |
| 6M | +29.0% | -7.4% | +36.4% | +29.3% |
| YTD | +10.9% | -54.9% | +65.8% | +46.5% |
| 1Y | +6.2% | -54.9% | +61.1% | +39.9% |
| 3Y | +47.6% | -61.9% | +109.5% | +99.4% |
| 5Y | +67.9% | -63.1% | +131.0% | +122.6% |
| 10Y | +922.9% | +65.1% | +857.7% | +678.4% |
| All | +922.9% | +61.5% | +861.4% | +678.4% |
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