+53.3%
MSFT vs ROIV
+200.3%
-147.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.6% | -2.2% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | +2.7% | +1.0% | +1.8% | +2.5% |
| 3M | +17.0% | +18.3% | -1.3% | +14.9% |
| 6M | +23.8% | +18.3% | +5.5% | +21.4% |
| YTD | +4.0% | +61.0% | -57.0% | -1.0% |
| 1Y | -0.8% | +177.9% | -178.7% | -10.8% |
| All | +53.3% | +200.3% | -147.0% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling