+71.4%
MSFT vs ON
+57.7%
+13.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.3% | -0.4% |
| 7D | -1.4% | -2.2% | +0.7% | -1.0% |
| 30D | -1.0% | -12.4% | +11.4% | +1.2% |
| 3M | +20.2% | -41.2% | +61.4% | +29.7% |
| 6M | +21.3% | +25.0% | -3.7% | +9.0% |
| YTD | +2.8% | +31.3% | -28.5% | -9.2% |
| 1Y | 0.0% | +45.4% | -45.5% | -14.6% |
| 3Y | +51.2% | -27.4% | +78.6% | +45.0% |
| 5Y | +71.4% | +58.5% | +13.0% | +28.2% |
| All | +71.4% | +57.7% | +13.7% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling