+1,896.2%
MSFT vs QXO
-5.4%
+1,901.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.5% |
| 7D | -1.0% | -3.9% | +2.8% | -1.0% |
| 30D | -2.7% | -17.4% | +14.7% | -2.6% |
| 3M | +22.1% | -22.5% | +44.6% | +22.2% |
| 6M | +20.6% | -41.4% | +62.0% | +20.8% |
| YTD | +2.3% | -34.1% | +36.4% | +2.4% |
| 1Y | -0.5% | -40.8% | +40.3% | -0.4% |
| 3Y | +50.5% | -43.9% | +94.4% | +49.3% |
| 5Y | +72.3% | -69.6% | +141.9% | +70.9% |
| 10Y | +885.0% | +41.0% | +844.1% | +872.9% |
| All | +1,896.2% | -5.4% | +1,901.7% | +1,851.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling