+9.0%
MSFT vs QXO
-25.8%
+34.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.1% | -1.4% | +6.3% |
| 7D | +4.7% | +16.6% | -11.9% | +4.1% |
| 30D | +5.8% | +6.6% | -0.7% | +5.5% |
| 3M | +13.0% | -17.5% | +30.5% | +13.4% |
| 6M | +34.9% | -33.8% | +68.7% | +36.0% |
| YTD | +15.7% | -34.4% | +50.0% | +14.5% |
| 1Y | +9.0% | -25.0% | +33.9% | +4.4% |
| All | +9.0% | -25.8% | +34.8% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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