+62.4%
MSFT vs MOS
-33.6%
+96.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | -1.3% | -2.0% | +0.7% | -1.1% |
| 30D | -1.8% | +15.3% | -17.1% | -3.4% |
| 3M | +5.6% | +1.5% | +4.1% | +5.0% |
| 6M | +29.8% | -2.0% | +31.8% | +29.2% |
| YTD | +9.0% | -6.5% | +15.5% | +8.3% |
| 1Y | +4.9% | -11.1% | +16.0% | +4.8% |
| 3Y | +46.2% | -30.3% | +76.5% | +47.6% |
| All | +62.4% | -33.6% | +96.0% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling