+920.4%
MSFT vs SFM
+146.8%
+773.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.8% | +2.6% |
| 7D | +7.5% | -10.2% | +17.7% | +8.8% |
| 30D | +1.9% | -23.9% | +25.8% | +4.5% |
| 3M | +9.2% | -42.3% | +51.5% | +15.5% |
| 6M | +31.9% | -40.1% | +72.0% | +38.5% |
| YTD | +13.4% | -37.8% | +51.2% | +18.1% |
| 1Y | +10.6% | -37.1% | +47.7% | +15.0% |
| 3Y | +54.7% | +21.5% | +33.1% | +44.6% |
| 5Y | +69.1% | +103.8% | -34.7% | +45.4% |
| 10Y | +920.4% | +142.0% | +778.4% | +730.3% |
| All | +920.4% | +146.8% | +773.6% | +730.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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