+920.4%
MSFT vs ROL
+222.1%
+698.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.7% | +2.0% |
| 7D | +7.5% | +7.5% | 0.0% | +4.9% |
| 30D | +1.9% | +21.1% | -19.2% | -4.9% |
| 3M | +9.2% | +3.1% | +6.1% | +7.6% |
| 6M | +31.9% | -27.4% | +59.3% | +47.0% |
| YTD | +13.4% | -34.7% | +48.2% | +30.6% |
| 1Y | +10.6% | -32.9% | +43.6% | +25.8% |
| 3Y | +54.7% | +6.1% | +48.5% | +41.8% |
| 5Y | +69.1% | +16.3% | +52.8% | +43.9% |
| 10Y | +920.4% | +214.9% | +705.5% | +439.3% |
| All | +920.4% | +222.1% | +698.3% | +439.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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