+139,699.0%
MSFT vs OMC
+6,384.1%
+133,314.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.2% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -3.8% | +10.6% | -14.4% | -7.5% |
| 3M | +6.4% | +2.6% | +3.8% | +5.1% |
| 6M | +28.8% | +16.6% | +12.2% | +20.3% |
| YTD | +8.8% | +10.9% | -2.1% | +2.5% |
| 1Y | +3.2% | +22.1% | -18.9% | -6.7% |
| 3Y | +44.8% | +27.5% | +17.3% | +24.9% |
| 5Y | +61.8% | +50.6% | +11.2% | +28.2% |
| 10Y | +897.9% | +51.7% | +846.3% | +640.9% |
| All | +139,699.0% | +6,384.1% | +133,314.8% | +34,465.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling