+9.0%
MSFT vs OMC
+24.5%
-15.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.2% | +1.5% | +6.1% |
| 7D | +4.7% | +12.5% | -7.9% | +3.3% |
| 30D | +5.8% | +16.3% | -10.5% | +4.0% |
| 3M | +13.0% | +8.1% | +4.9% | +12.0% |
| 6M | +34.9% | +17.2% | +17.8% | +32.3% |
| YTD | +15.7% | +11.8% | +3.9% | +12.3% |
| 1Y | +9.0% | +23.9% | -15.0% | +7.1% |
| All | +9.0% | +24.5% | -15.6% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling