+64.1%
MSFT vs ROP
+1.4%
+62.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +0.4% |
| 7D | +1.7% | +2.1% | -0.5% | +0.6% |
| 30D | +0.2% | +32.9% | -32.8% | -13.3% |
| 3M | +6.4% | +20.3% | -14.0% | -3.3% |
| 6M | +28.7% | +36.8% | -8.1% | +7.9% |
| YTD | +10.4% | +8.1% | +2.3% | +5.5% |
| 1Y | +7.6% | +8.3% | -0.6% | +2.6% |
| 3Y | +52.3% | -3.2% | +55.6% | +50.9% |
| All | +64.1% | +1.4% | +62.7% | +48.9% |
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