+52.3%
MSFT vs ROIV
+314.9%
-262.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -1.7% |
| 7D | +1.7% | +5.3% | -3.7% | +1.0% |
| 30D | +0.2% | +11.9% | -11.7% | -1.2% |
| 3M | +6.4% | +10.7% | -4.4% | +4.6% |
| 6M | +28.7% | +34.9% | -6.2% | +22.8% |
| YTD | +10.4% | +79.2% | -68.8% | +0.9% |
| 1Y | +7.6% | +89.0% | -81.4% | -2.7% |
| 3Y | +52.3% | +337.3% | -285.0% | +19.1% |
| All | +52.3% | +314.9% | -262.6% | +19.1% |
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