+47.6%
MSFT vs OMC
+31.9%
+15.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +2.3% | +6.8% | -4.5% | +1.4% |
| 30D | -0.4% | +16.2% | -16.5% | -2.4% |
| 3M | +5.6% | +6.0% | -0.5% | +4.6% |
| 6M | +29.0% | +17.7% | +11.2% | +25.8% |
| YTD | +10.9% | +13.5% | -2.5% | +8.5% |
| 1Y | +6.2% | +27.2% | -21.0% | +2.2% |
| 3Y | +47.6% | +30.4% | +17.2% | +53.7% |
| All | +47.6% | +31.9% | +15.7% | +53.7% |
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