+913.4%
MSFT vs MOS
-4.2%
+917.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +4.9% | +1.0% |
| 7D | -2.4% | -2.6% | +0.1% | -2.1% |
| 30D | -3.8% | +13.5% | -17.2% | -5.7% |
| 3M | +6.4% | -2.9% | +9.3% | +6.3% |
| 6M | +28.8% | -1.0% | +29.8% | +27.8% |
| YTD | +8.8% | -7.2% | +16.0% | +8.1% |
| 1Y | +3.2% | -11.4% | +14.6% | +3.1% |
| 3Y | +44.8% | -29.0% | +73.8% | +46.7% |
| 5Y | +61.8% | -34.0% | +95.8% | +60.0% |
| All | +913.4% | -4.2% | +917.6% | +756.4% |
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