+28.7%
MSFT vs ROIV
+36.6%
-7.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -1.3% |
| 7D | +1.7% | +5.3% | -3.7% | +1.4% |
| 30D | +0.2% | +11.9% | -11.7% | -0.2% |
| 3M | +6.4% | +10.7% | -4.4% | +5.9% |
| 6M | +28.7% | +34.9% | -6.2% | +26.5% |
| All | +28.7% | +36.6% | -7.9% | +26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling