+6.2%
MSFT vs ON
+41.9%
-35.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.2% |
| 7D | +2.3% | -4.1% | +6.5% | +2.3% |
| 30D | -0.4% | -10.2% | +9.9% | -0.5% |
| 3M | +5.6% | -12.7% | +18.3% | +5.3% |
| 6M | +29.0% | -32.5% | +61.5% | +25.6% |
| YTD | +10.9% | +28.6% | -17.6% | +4.0% |
| 1Y | +6.2% | +43.4% | -37.2% | +0.4% |
| All | +6.2% | +41.9% | -35.7% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling