+64.1%
MSFT vs O
+10.1%
+53.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +1.7% | +3.7% | -2.0% | +0.9% |
| 30D | +0.2% | +11.2% | -11.0% | -2.0% |
| 3M | +6.4% | -4.0% | +10.3% | +7.2% |
| 6M | +28.7% | -5.2% | +33.9% | +29.8% |
| YTD | +10.4% | +9.5% | +0.9% | +6.8% |
| 1Y | +7.6% | +10.6% | -3.0% | +3.7% |
| 3Y | +52.3% | +38.1% | +14.2% | +30.6% |
| All | +64.1% | +10.1% | +53.9% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling