+922.9%
MSFT vs SO
+188.2%
+734.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +2.3% | -0.1% | +2.4% | +2.4% |
| 30D | -0.4% | +8.7% | -9.0% | -2.9% |
| 3M | +5.6% | +3.4% | +2.2% | +4.3% |
| 6M | +29.0% | +3.7% | +25.2% | +26.9% |
| YTD | +10.9% | +10.0% | +0.9% | +6.5% |
| 1Y | +6.2% | +6.6% | -0.4% | +3.1% |
| 3Y | +47.6% | +52.5% | -4.9% | +22.6% |
| 5Y | +67.9% | +76.1% | -8.1% | +29.8% |
| 10Y | +922.9% | +194.9% | +728.0% | +576.5% |
| All | +922.9% | +188.2% | +734.7% | +576.5% |
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