+133,470.8%
MSFT vs MOS
+155.8%
+133,315.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.5% | -2.3% |
| 7D | -2.7% | +9.5% | -12.2% | -4.2% |
| 30D | +2.7% | +10.4% | -7.7% | +0.8% |
| 3M | +17.0% | +12.9% | +4.1% | +14.0% |
| 6M | +23.8% | +1.2% | +22.6% | +22.1% |
| YTD | +4.0% | +9.3% | -5.3% | +0.8% |
| 1Y | -0.8% | -18.0% | +17.2% | +0.7% |
| 3Y | +55.6% | -29.0% | +84.6% | +58.6% |
| 5Y | +72.9% | -9.6% | +82.5% | +62.6% |
| 10Y | +875.8% | +6.1% | +869.7% | +713.1% |
| All | +133,470.8% | +155.8% | +133,315.0% | +68,893.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling