+32,156.9%
MSFT vs ROP
+25,523.2%
+6,633.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.5% | -1.0% |
| 7D | -2.7% | -4.4% | +1.7% | -1.4% |
| 30D | +2.7% | +3.2% | -0.5% | +1.7% |
| 3M | +17.0% | +23.1% | -6.1% | +9.5% |
| 6M | +23.8% | +13.3% | +10.5% | +18.7% |
| YTD | +4.0% | -7.9% | +11.8% | +5.6% |
| 1Y | -0.8% | -22.1% | +21.2% | +5.7% |
| 3Y | +55.6% | -16.8% | +72.4% | +62.1% |
| 5Y | +72.9% | -13.5% | +86.4% | +78.5% |
| 10Y | +875.8% | +137.7% | +738.1% | +674.2% |
| All | +32,156.9% | +25,523.2% | +6,633.7% | +13,935.1% |
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