+872.1%
MSFT vs ROP
+135.7%
+736.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.4% |
| 7D | -3.5% | -8.0% | +4.5% | +1.4% |
| 30D | -2.1% | -2.7% | +0.7% | -0.5% |
| 3M | +24.2% | +16.6% | +7.6% | +11.6% |
| 6M | +21.9% | +10.4% | +11.5% | +13.0% |
| YTD | +2.5% | -12.1% | +14.6% | +8.7% |
| 1Y | -0.8% | -23.6% | +22.8% | +14.8% |
| 3Y | +50.8% | -19.3% | +70.1% | +65.0% |
| 5Y | +73.5% | -15.4% | +88.9% | +82.0% |
| All | +872.1% | +135.7% | +736.4% | +493.6% |
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