+52.3%
MSFT vs SM
-20.0%
+72.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | +1.7% | -25.9% | +27.6% | +2.9% |
| 30D | +0.2% | -15.1% | +15.3% | +0.6% |
| 3M | +6.4% | +4.9% | +1.5% | +5.2% |
| 6M | +28.7% | +6.1% | +22.6% | +26.7% |
| YTD | +10.4% | +63.4% | -53.0% | +3.5% |
| 1Y | +7.6% | +72.5% | -64.8% | +0.1% |
| 3Y | +52.3% | -16.9% | +69.2% | +49.3% |
| All | +52.3% | -20.0% | +72.3% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling