+922.9%
MSFT vs SPG
+117.2%
+805.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | +2.3% | +5.6% | -3.2% | +1.3% |
| 30D | -0.4% | +17.6% | -17.9% | -3.5% |
| 3M | +5.6% | +7.5% | -1.9% | +4.0% |
| 6M | +29.0% | +18.5% | +10.4% | +24.3% |
| YTD | +10.9% | +30.9% | -20.0% | +4.5% |
| 1Y | +6.2% | +34.1% | -27.9% | -0.4% |
| 3Y | +47.6% | +135.5% | -87.9% | +22.3% |
| 5Y | +67.9% | +86.5% | -18.6% | +43.3% |
| 10Y | +922.9% | +116.1% | +806.8% | +802.3% |
| All | +922.9% | +117.2% | +805.6% | +802.3% |
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