+49.1%
MSFT vs OMC
+11.1%
+38.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -3.5% | -6.2% | +2.8% | -2.6% |
| 30D | -2.1% | -7.6% | +5.5% | -1.0% |
| 3M | +24.2% | +7.4% | +16.8% | +22.6% |
| 6M | +21.9% | +0.1% | +21.7% | +21.5% |
| YTD | +2.5% | +0.4% | +2.0% | +1.9% |
| 1Y | -0.8% | +7.8% | -8.5% | -2.5% |
| All | +49.1% | +11.1% | +38.0% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling