+920.4%
MSFT vs SM
+4.9%
+915.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.5% | +2.9% |
| 7D | +7.5% | -22.3% | +29.8% | +9.2% |
| 30D | +1.9% | -21.4% | +23.2% | +3.4% |
| 3M | +9.2% | +1.4% | +7.9% | +8.6% |
| 6M | +31.9% | +0.1% | +31.8% | +30.8% |
| YTD | +13.4% | +59.0% | -45.5% | +8.2% |
| 1Y | +10.6% | +64.3% | -53.7% | +5.1% |
| 3Y | +54.7% | -13.1% | +67.8% | +51.8% |
| 5Y | +69.1% | -13.9% | +83.0% | +63.1% |
| 10Y | +920.4% | +1.7% | +918.7% | +693.3% |
| All | +920.4% | +4.9% | +915.5% | +693.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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