+4.9%
MSFT vs ROP
+6.9%
-1.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | -1.8% | +28.8% | -30.6% | -6.2% |
| 3M | +5.6% | +21.1% | -15.4% | +2.5% |
| 6M | +29.8% | +52.5% | -22.7% | +17.1% |
| YTD | +9.0% | +8.9% | +0.1% | +2.6% |
| 1Y | +4.9% | +8.2% | -3.3% | -1.3% |
| All | +4.9% | +6.9% | -1.9% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling