+59.9%
MSFT vs SN
+671.3%
-611.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -0.2% |
| 7D | -1.3% | +1.5% | -2.8% | -1.5% |
| 30D | -1.8% | +21.5% | -23.3% | -4.3% |
| 3M | +5.6% | +20.0% | -14.4% | +3.0% |
| 6M | +29.8% | +119.9% | -90.1% | +16.7% |
| YTD | +9.0% | +102.3% | -93.3% | -1.4% |
| 1Y | +4.9% | +148.0% | -143.0% | -7.8% |
| 3Y | +46.2% | +450.0% | -403.8% | +22.4% |
| All | +59.9% | +671.3% | -611.3% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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