+889.0%
MSFT vs MOS
+8.6%
+880.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +1.7% | +21.6% | -19.9% | -1.2% |
| 30D | +0.2% | +12.0% | -11.8% | -1.7% |
| 3M | +6.4% | -3.9% | +10.2% | +6.4% |
| 6M | +28.7% | -3.3% | +32.0% | +28.1% |
| YTD | +10.4% | -4.6% | +15.1% | +9.3% |
| 1Y | +7.6% | -7.0% | +14.6% | +6.8% |
| 3Y | +52.3% | -24.4% | +76.7% | +52.9% |
| 5Y | +64.5% | -32.1% | +96.6% | +62.1% |
| All | +889.0% | +8.6% | +880.4% | +764.9% |
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