+73.5%
MSFT vs SM
+107.8%
-34.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.8% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +2.7% | +26.3% | -23.6% | +0.3% |
| 3M | +17.0% | +8.7% | +8.3% | +15.5% |
| 6M | +23.8% | +51.7% | -27.9% | +17.3% |
| YTD | +4.0% | +99.0% | -95.1% | -4.8% |
| 1Y | -0.8% | +34.6% | -35.4% | -5.2% |
| 3Y | +55.6% | -7.8% | +63.4% | +50.9% |
| All | +73.5% | +107.8% | -34.4% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling