+868.6%
MSFT vs ROL
+203.4%
+665.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.2% |
| 7D | -1.4% | -3.4% | +2.0% | -0.2% |
| 30D | -1.0% | -6.9% | +5.9% | +1.5% |
| 3M | +20.2% | -24.6% | +44.8% | +32.6% |
| 6M | +21.3% | -39.5% | +60.8% | +44.5% |
| YTD | +2.8% | -41.1% | +43.9% | +23.0% |
| 1Y | 0.0% | -37.9% | +37.9% | +16.5% |
| 3Y | +51.2% | +0.8% | +50.4% | +40.6% |
| 5Y | +71.4% | -4.7% | +76.1% | +58.3% |
| 10Y | +868.6% | +207.9% | +660.7% | +466.2% |
| All | +868.6% | +203.4% | +665.2% | +466.2% |
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