+164.7%
MSFT vs ROIV
+287.3%
-122.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.6% | -1.9% | +2.4% |
| 7D | +7.5% | +13.3% | -5.8% | +6.5% |
| 30D | +1.9% | +14.8% | -12.9% | +0.8% |
| 3M | +9.2% | +11.9% | -2.7% | +8.0% |
| 6M | +31.9% | +42.4% | -10.5% | +27.6% |
| YTD | +13.4% | +87.4% | -74.0% | +7.2% |
| 1Y | +10.6% | +97.2% | -86.6% | +4.0% |
| 3Y | +54.7% | +375.7% | -321.0% | +35.1% |
| 5Y | +69.1% | +379.0% | -309.9% | +35.4% |
| All | +164.7% | +287.3% | -122.6% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling