+141,733.1%
MSFT vs ROL
+9,562.4%
+132,170.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.3% |
| 7D | +1.7% | +9.5% | -7.8% | -1.6% |
| 30D | +0.2% | +22.9% | -22.8% | -7.2% |
| 3M | +6.4% | +3.5% | +2.8% | +4.4% |
| 6M | +28.7% | -29.4% | +58.1% | +44.1% |
| YTD | +10.4% | -36.1% | +46.5% | +27.3% |
| 1Y | +7.6% | -34.4% | +42.0% | +22.7% |
| 3Y | +52.3% | +4.0% | +48.3% | +44.1% |
| 5Y | +64.5% | +13.2% | +51.3% | +47.5% |
| 10Y | +917.8% | +219.7% | +698.1% | +510.3% |
| All | +141,733.1% | +9,562.4% | +132,170.7% | +21,677.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling