+30,179.4%
MSFT vs SM
+1,608.3%
+28,571.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | 0.0% |
| 3M | +17.0% | +8.7% | +8.3% | +15.4% |
| 6M | +23.8% | +51.7% | -27.9% | +17.2% |
| YTD | +4.0% | +99.0% | -95.1% | -4.7% |
| 1Y | -0.8% | +34.6% | -35.4% | -5.5% |
| 3Y | +55.6% | -7.8% | +63.4% | +51.1% |
| 5Y | +72.9% | +104.8% | -31.9% | +49.2% |
| 10Y | +875.8% | +7.2% | +868.6% | +598.4% |
| All | +30,179.4% | +1,608.3% | +28,571.1% | +12,320.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling