+73.5%
MSFT vs SO
+58.2%
+15.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +2.7% | -4.6% | +7.3% | +3.1% |
| 3M | +17.0% | -3.0% | +20.0% | +17.1% |
| 6M | +23.8% | -8.3% | +32.1% | +24.7% |
| YTD | +4.0% | +3.5% | +0.5% | +2.8% |
| 1Y | -0.8% | -0.9% | +0.1% | -1.3% |
| 3Y | +55.6% | +45.4% | +10.3% | +37.3% |
| All | +73.5% | +58.2% | +15.2% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling