+158.9%
MSFT vs ROIV
+292.3%
-133.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | +2.3% | +14.3% | -12.0% | +1.3% |
| 30D | -0.4% | +16.2% | -16.6% | -1.6% |
| 3M | +5.6% | +15.1% | -9.6% | +4.1% |
| 6M | +29.0% | +44.2% | -15.3% | +24.7% |
| YTD | +10.9% | +89.8% | -78.9% | +4.7% |
| 1Y | +6.2% | +94.6% | -88.3% | 0.0% |
| 3Y | +47.6% | +367.5% | -319.9% | +29.0% |
| 5Y | +67.9% | +421.4% | -353.5% | +34.5% |
| All | +158.9% | +292.3% | -133.4% | +120.0% |
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