+2,402.0%
MSFT vs ON
+154.5%
+2,247.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +1.7% | -11.7% | +13.3% | +3.8% |
| 30D | +0.2% | -23.3% | +23.4% | +4.6% |
| 3M | +6.4% | -19.2% | +25.5% | +9.6% |
| 6M | +28.7% | -40.1% | +68.8% | +36.4% |
| YTD | +10.4% | +16.9% | -6.5% | +2.9% |
| 1Y | +7.6% | +29.7% | -22.1% | -1.8% |
| 3Y | +52.3% | -4.4% | +56.7% | +40.5% |
| 5Y | +64.5% | +7.1% | +57.4% | +44.6% |
| 10Y | +917.8% | +447.2% | +470.6% | +545.9% |
| All | +2,402.0% | +154.5% | +2,247.5% | +1,168.4% |
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 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