+913.4%
MSFT vs ROP
+183.9%
+729.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | -2.4% | -2.7% | +0.3% | -0.9% |
| 30D | -3.8% | +29.7% | -33.5% | -18.1% |
| 3M | +6.4% | +21.2% | -14.8% | -5.9% |
| 6M | +28.8% | +48.3% | -19.5% | -0.7% |
| YTD | +8.8% | +8.4% | +0.4% | +1.2% |
| 1Y | +3.2% | +6.0% | -2.8% | -2.8% |
| 3Y | +44.8% | -5.6% | +50.4% | +44.0% |
| 5Y | +61.8% | +1.3% | +60.6% | +51.8% |
| All | +913.4% | +183.9% | +729.5% | +420.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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