+885.0%
MSFT vs ON
+564.6%
+320.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -1.0% | -1.9% | +0.8% | -0.6% |
| 30D | -2.7% | -11.0% | +8.4% | -0.2% |
| 3M | +22.1% | -39.3% | +61.4% | +33.5% |
| 6M | +20.6% | +19.8% | +0.7% | +8.7% |
| YTD | +2.3% | +31.1% | -28.8% | -10.5% |
| 1Y | -0.5% | +46.0% | -46.5% | -16.3% |
| 3Y | +50.5% | -27.5% | +78.0% | +42.4% |
| 5Y | +72.3% | +56.9% | +15.4% | +22.8% |
| 10Y | +885.0% | +591.8% | +293.2% | +329.4% |
| All | +885.0% | +564.6% | +320.4% | +329.4% |
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