+894.4%
MSFT vs MOS
-1.8%
+896.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -2.1% |
| 7D | -6.2% | +5.5% | -11.7% | -7.0% |
| 30D | -3.7% | +21.0% | -24.7% | -6.4% |
| 3M | +3.6% | -0.5% | +4.1% | +3.2% |
| 6M | +26.8% | +6.6% | +20.2% | +24.5% |
| YTD | +8.4% | -2.8% | +11.2% | +7.1% |
| 1Y | +3.3% | -8.1% | +11.4% | +2.7% |
| 3Y | +44.3% | -25.6% | +69.9% | +45.3% |
| 5Y | +63.3% | -29.8% | +93.1% | +60.1% |
| 10Y | +894.4% | +0.6% | +893.8% | +737.2% |
| All | +894.4% | -1.8% | +896.2% | +737.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling