+9.0%
MSFT vs MOS
-16.2%
+25.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +17.4% | -10.7% | +5.9% |
| 7D | +4.7% | +17.9% | -13.3% | +3.9% |
| 30D | +5.8% | +1.6% | +4.3% | +5.1% |
| 3M | +13.0% | -4.0% | +17.0% | +12.1% |
| 6M | +34.9% | -4.1% | +39.0% | +33.9% |
| YTD | +15.7% | -7.8% | +23.5% | +15.3% |
| 1Y | +9.0% | -15.6% | +24.5% | +9.7% |
| All | +9.0% | -16.2% | +25.2% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling