+868.6%
MSFT vs SM
+12.3%
+856.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.4% |
| 7D | -1.4% | -0.2% | -1.3% | -1.4% |
| 30D | -1.0% | +31.5% | -32.5% | -3.0% |
| 3M | +20.2% | +17.3% | +2.9% | +18.4% |
| 6M | +21.3% | +48.5% | -27.2% | +17.0% |
| YTD | +2.8% | +106.3% | -103.5% | -3.4% |
| 1Y | 0.0% | +47.3% | -47.3% | -3.9% |
| 3Y | +51.2% | -1.4% | +52.7% | +47.5% |
| 5Y | +71.4% | +114.0% | -42.6% | +55.9% |
| 10Y | +868.6% | +12.5% | +856.1% | +640.7% |
| All | +868.6% | +12.3% | +856.3% | +640.7% |
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