+154.4%
MSFT vs ROIV
+276.5%
-122.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.3% |
| 7D | -1.3% | +1.7% | -2.9% | -1.4% |
| 30D | -1.8% | +17.6% | -19.4% | -3.1% |
| 3M | +5.6% | +9.0% | -3.3% | +4.6% |
| 6M | +29.8% | +35.3% | -5.5% | +26.1% |
| YTD | +9.0% | +82.2% | -73.2% | +3.2% |
| 1Y | +4.9% | +92.3% | -87.3% | -1.1% |
| 3Y | +46.2% | +336.8% | -290.6% | +28.4% |
| 5Y | +62.1% | +370.6% | -308.5% | +30.1% |
| All | +154.4% | +276.5% | -122.1% | +116.8% |
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