+885.0%
MSFT vs SPG
+57.9%
+827.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.2% |
| 7D | -1.0% | -2.7% | +1.7% | -0.5% |
| 30D | -2.7% | -7.3% | +4.6% | -1.3% |
| 3M | +22.1% | -3.5% | +25.6% | +22.7% |
| 6M | +20.6% | +8.5% | +12.1% | +18.1% |
| YTD | +2.3% | +13.0% | -10.7% | -0.8% |
| 1Y | -0.5% | +18.0% | -18.6% | -4.5% |
| 3Y | +50.5% | +104.5% | -54.0% | +28.1% |
| 5Y | +72.3% | +102.0% | -29.7% | +45.8% |
| 10Y | +885.0% | +61.9% | +823.1% | +822.8% |
| All | +885.0% | +57.9% | +827.1% | +822.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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