+53.8%
MSFT vs CSGP
-58.5%
+112.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -1.9% | -3.3% |
| 7D | +1.1% | +13.9% | -12.8% | -1.4% |
| 30D | +1.3% | +16.0% | -14.7% | -2.6% |
| 3M | +10.2% | +6.1% | +4.1% | +7.8% |
| 6M | +30.8% | -8.2% | +39.0% | +31.3% |
| YTD | +11.5% | -52.3% | +63.9% | +26.4% |
| 1Y | +6.5% | -54.5% | +61.0% | +21.7% |
| All | +53.8% | -58.5% | +112.3% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling