+73.8%
MSFT vs SMR
+11.2%
+62.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +15.3% | -16.4% | -1.9% |
| 7D | -1.4% | +21.4% | -22.8% | -2.4% |
| 30D | -1.0% | +13.8% | -14.9% | -1.8% |
| 3M | +20.2% | +3.9% | +16.3% | +19.4% |
| 6M | +21.3% | -4.2% | +25.5% | +20.3% |
| YTD | +2.8% | -21.1% | +23.9% | +2.5% |
| 1Y | 0.0% | -67.1% | +67.0% | +2.4% |
| 3Y | +51.2% | +88.9% | -37.6% | +46.1% |
| All | +73.8% | +11.2% | +62.6% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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