+922.9%
MSFT vs SBUX
+149.6%
+773.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | +2.3% | +4.9% | -2.6% | +0.5% |
| 30D | -0.4% | +21.2% | -21.5% | -7.6% |
| 3M | +5.6% | +5.7% | -0.1% | +3.1% |
| 6M | +29.0% | +6.0% | +23.0% | +25.4% |
| YTD | +10.9% | +32.9% | -22.0% | -2.2% |
| 1Y | +6.2% | +33.3% | -27.0% | -6.8% |
| 3Y | +47.6% | +13.0% | +34.6% | +32.7% |
| 5Y | +67.9% | +8.8% | +59.1% | +50.1% |
| 10Y | +922.9% | +154.6% | +768.3% | +479.2% |
| All | +922.9% | +149.6% | +773.2% | +479.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBUX.
Daily Out/Under-Performance
Portfolio return minus SBUX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBUX 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 10y: compounded portfolio wealth divided by compounded SBUX 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…
10y analysis · Full analysis span regression · 6 months rolling