+2,256.3%
MSFT vs ON
+199.0%
+2,057.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -2.7% | +2.4% | -5.1% | -3.1% |
| 30D | +2.7% | -3.3% | +6.0% | +3.2% |
| 3M | +17.0% | -43.6% | +60.5% | +26.6% |
| 6M | +23.8% | +19.0% | +4.9% | +16.1% |
| YTD | +4.0% | +37.4% | -33.4% | -5.2% |
| 1Y | -0.8% | +54.8% | -55.6% | -12.1% |
| 3Y | +55.6% | -25.2% | +80.8% | +49.7% |
| 5Y | +72.9% | +62.7% | +10.2% | +41.8% |
| 10Y | +875.8% | +574.3% | +301.5% | +500.7% |
| All | +2,256.3% | +199.0% | +2,057.3% | +1,067.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling