+73.5%
MSFT vs ROP
-13.6%
+87.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.5% | -0.2% |
| 7D | -2.7% | -4.4% | +1.7% | -0.4% |
| 30D | +2.7% | +3.2% | -0.5% | +1.0% |
| 3M | +17.0% | +23.1% | -6.1% | +3.3% |
| 6M | +23.8% | +13.3% | +10.5% | +14.3% |
| YTD | +4.0% | -7.9% | +11.8% | +7.8% |
| 1Y | -0.8% | -22.1% | +21.2% | +14.0% |
| 3Y | +55.6% | -16.8% | +72.4% | +66.1% |
| All | +73.5% | -13.6% | +87.0% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling