+885.0%
MSFT vs SBUX
+125.1%
+760.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | +0.3% |
| 7D | -1.0% | -6.3% | +5.2% | +1.5% |
| 30D | -2.7% | -3.9% | +1.2% | -1.3% |
| 3M | +22.1% | +3.3% | +18.8% | +20.3% |
| 6M | +20.6% | +1.4% | +19.1% | +18.9% |
| YTD | +2.3% | +21.0% | -18.7% | -6.3% |
| 1Y | -0.5% | +22.4% | -23.0% | -10.1% |
| 3Y | +50.5% | +13.2% | +37.3% | +33.0% |
| 5Y | +72.3% | -5.2% | +77.5% | +63.1% |
| 10Y | +885.0% | +128.3% | +756.7% | +482.6% |
| All | +885.0% | +125.1% | +760.0% | +482.6% |
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