+868.6%
MSFT vs SO
+156.9%
+711.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.4% |
| 7D | -1.4% | +1.0% | -2.4% | -1.7% |
| 30D | -1.0% | -3.2% | +2.2% | -0.1% |
| 3M | +20.2% | -1.7% | +21.9% | +20.5% |
| 6M | +21.3% | -7.2% | +28.5% | +23.4% |
| YTD | +2.8% | +4.6% | -1.8% | +0.3% |
| 1Y | 0.0% | +1.2% | -1.2% | -1.5% |
| 3Y | +51.2% | +45.3% | +6.0% | +27.3% |
| 5Y | +71.4% | +58.7% | +12.7% | +37.5% |
| 10Y | +868.6% | +155.9% | +712.7% | +568.6% |
| All | +868.6% | +156.9% | +711.7% | +568.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling