+894.4%
MSFT vs ON
+570.5%
+323.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.8% | -8.0% | -3.6% |
| 7D | -6.2% | +3.3% | -9.6% | -7.2% |
| 30D | -3.7% | -3.1% | -0.6% | -3.4% |
| 3M | +3.6% | -9.2% | +12.9% | +4.9% |
| 6M | +26.8% | -31.4% | +58.1% | +32.2% |
| YTD | +8.4% | +36.0% | -27.5% | -6.7% |
| 1Y | +3.3% | +52.0% | -48.7% | -14.1% |
| 3Y | +44.3% | +9.3% | +35.0% | +21.7% |
| 5Y | +63.3% | +26.5% | +36.8% | +23.8% |
| 10Y | +894.4% | +556.1% | +338.2% | +347.2% |
| All | +894.4% | +570.5% | +323.9% | +347.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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