+922.9%
MSFT vs O
+78.3%
+844.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +2.3% | +3.5% | -1.2% | +1.3% |
| 30D | -0.4% | +10.4% | -10.8% | -3.4% |
| 3M | +5.6% | -2.4% | +8.0% | +6.3% |
| 6M | +29.0% | -1.2% | +30.2% | +29.0% |
| YTD | +10.9% | +10.4% | +0.5% | +6.4% |
| 1Y | +6.2% | +11.4% | -5.2% | +1.5% |
| 3Y | +47.6% | +40.4% | +7.2% | +27.4% |
| 5Y | +67.9% | +12.1% | +55.8% | +57.3% |
| 10Y | +922.9% | +82.7% | +840.1% | +714.2% |
| All | +922.9% | +78.3% | +844.5% | +714.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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