+34,152.2%
MSFT vs ROP
+29,959.8%
+4,192.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.1% |
| 7D | +1.7% | +2.1% | -0.5% | +1.0% |
| 30D | +0.2% | +32.9% | -32.8% | -8.3% |
| 3M | +6.4% | +20.3% | -14.0% | +0.2% |
| 6M | +28.7% | +36.8% | -8.1% | +16.2% |
| YTD | +10.4% | +8.1% | +2.3% | +6.5% |
| 1Y | +7.6% | +8.3% | -0.6% | +3.7% |
| 3Y | +52.3% | -3.2% | +55.6% | +51.1% |
| 5Y | +64.5% | +1.7% | +62.8% | +61.2% |
| 10Y | +917.8% | +199.2% | +718.6% | +653.8% |
| All | +34,152.2% | +29,959.8% | +4,192.4% | +14,052.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling