+885.0%
MSFT vs O
+49.9%
+835.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -1.0% | -2.3% | +1.2% | -0.3% |
| 30D | -2.7% | -2.4% | -0.2% | -1.9% |
| 3M | +22.1% | -0.6% | +22.7% | +22.1% |
| 6M | +20.6% | -5.0% | +25.6% | +22.0% |
| YTD | +2.3% | +10.4% | -8.1% | -1.8% |
| 1Y | -0.5% | +6.6% | -7.1% | -3.5% |
| 3Y | +50.5% | +28.4% | +22.1% | +34.4% |
| 5Y | +72.3% | +15.3% | +57.1% | +59.8% |
| 10Y | +885.0% | +55.3% | +829.7% | +711.1% |
| All | +885.0% | +49.9% | +835.1% | +711.1% |
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