+133,470.8%
MSFT vs SO
+5,976.4%
+127,494.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +2.7% | -4.6% | +7.3% | +4.2% |
| 3M | +17.0% | -3.0% | +20.0% | +17.8% |
| 6M | +23.8% | -8.3% | +32.1% | +26.5% |
| YTD | +4.0% | +3.5% | +0.5% | +1.9% |
| 1Y | -0.8% | -0.9% | +0.1% | -1.5% |
| 3Y | +55.6% | +45.4% | +10.3% | +33.0% |
| 5Y | +72.9% | +59.6% | +13.3% | +41.8% |
| 10Y | +875.8% | +156.6% | +719.2% | +564.6% |
| All | +133,470.8% | +5,976.4% | +127,494.4% | +34,671.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling