+153.0%
MSFT vs ROIV
+298.6%
-145.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.4% |
| 7D | -6.2% | +9.5% | -15.7% | -6.9% |
| 30D | -3.7% | +21.0% | -24.7% | -5.2% |
| 3M | +3.6% | +18.7% | -15.1% | +2.0% |
| 6M | +26.8% | +44.5% | -17.7% | +22.6% |
| YTD | +8.4% | +92.9% | -84.4% | +2.2% |
| 1Y | +3.3% | +100.2% | -96.9% | -3.0% |
| 3Y | +44.3% | +375.0% | -330.8% | +25.9% |
| 5Y | +63.3% | +435.2% | -371.8% | +30.6% |
| All | +153.0% | +298.6% | -145.6% | +114.8% |
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