+2,981.1%
MSFT vs SNY
+241.5%
+2,739.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.5% | -3.6% | +0.2% | -2.1% |
| 30D | -2.1% | -1.9% | -0.1% | -1.4% |
| 3M | +24.2% | -2.0% | +26.1% | +24.5% |
| 6M | +21.9% | +2.5% | +19.3% | +19.6% |
| YTD | +2.5% | -7.0% | +9.4% | +4.2% |
| 1Y | -0.8% | -4.4% | +3.6% | -0.6% |
| 3Y | +50.8% | -8.4% | +59.2% | +46.8% |
| 5Y | +73.5% | +9.5% | +64.0% | +52.8% |
| 10Y | +886.6% | +64.3% | +822.3% | +615.3% |
| All | +2,981.1% | +241.5% | +2,739.6% | +1,255.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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