+872.1%
MSFT vs OMC
+35.0%
+837.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | -3.5% | -6.2% | +2.8% | -1.7% |
| 30D | -2.1% | -7.6% | +5.5% | +0.1% |
| 3M | +24.2% | +7.4% | +16.8% | +21.0% |
| 6M | +21.9% | +0.1% | +21.7% | +21.0% |
| YTD | +2.5% | +0.4% | +2.0% | +1.0% |
| 1Y | -0.8% | +7.8% | -8.5% | -4.8% |
| 3Y | +50.8% | +11.8% | +38.9% | +39.2% |
| 5Y | +73.5% | +32.5% | +41.1% | +48.1% |
| All | +872.1% | +35.0% | +837.1% | +689.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling