-0.3%
MSFT vs QXO
-42.3%
+42.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -0.8% | -7.8% | +7.0% | -0.5% |
| 30D | +0.8% | -18.1% | +18.9% | +1.5% |
| 3M | +27.2% | -25.8% | +53.0% | +27.9% |
| 6M | +22.9% | -41.7% | +64.6% | +24.3% |
| YTD | +3.1% | -36.2% | +39.3% | +2.9% |
| 1Y | -0.3% | -42.1% | +41.8% | -1.5% |
| All | -0.3% | -42.3% | +42.0% | -1.5% |
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