+64.1%
MSFT vs CSGP
-63.4%
+127.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | +0.4% |
| 7D | +1.7% | +1.3% | +0.4% | +1.2% |
| 30D | +0.2% | +10.7% | -10.5% | -4.4% |
| 3M | +6.4% | +3.3% | +3.1% | +3.4% |
| 6M | +28.7% | -10.3% | +39.0% | +30.4% |
| YTD | +10.4% | -54.6% | +65.0% | +39.1% |
| 1Y | +7.6% | -54.6% | +62.3% | +35.3% |
| 3Y | +52.3% | -60.3% | +112.7% | +91.8% |
| All | +64.1% | -63.4% | +127.5% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling