+67.9%
MSFT vs OMC
+53.9%
+14.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +2.3% | +6.8% | -4.5% | +0.8% |
| 30D | -0.4% | +16.2% | -16.5% | -4.0% |
| 3M | +5.6% | +6.0% | -0.5% | +3.9% |
| 6M | +29.0% | +17.7% | +11.2% | +23.2% |
| YTD | +10.9% | +13.5% | -2.5% | +6.5% |
| 1Y | +6.2% | +27.2% | -21.0% | -1.4% |
| 3Y | +47.6% | +30.4% | +17.2% | +30.1% |
| 5Y | +67.9% | +53.5% | +14.4% | +39.7% |
| All | +67.9% | +53.9% | +14.1% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling