+2,910.6%
MSFT vs CSGP
+3,334.4%
-423.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.5% |
| 7D | -2.7% | -4.1% | +1.4% | -1.7% |
| 30D | +2.7% | +2.3% | +0.4% | +1.9% |
| 3M | +17.0% | -8.2% | +25.1% | +18.8% |
| 6M | +23.8% | -35.1% | +58.9% | +35.8% |
| YTD | +4.0% | -54.0% | +58.0% | +22.6% |
| 1Y | -0.8% | -65.3% | +64.5% | +24.2% |
| 3Y | +55.6% | -62.6% | +118.2% | +88.2% |
| 5Y | +72.9% | -64.8% | +137.7% | +109.5% |
| 10Y | +875.8% | +45.1% | +830.7% | +786.2% |
| All | +2,910.6% | +3,334.4% | -423.8% | +1,370.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling