+46.2%
MSFT vs SPG
+135.6%
-89.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -1.3% | +2.0% | -3.3% | -1.5% |
| 30D | -1.8% | +17.2% | -19.1% | -3.9% |
| 3M | +5.6% | +6.3% | -0.7% | +4.8% |
| 6M | +29.8% | +18.7% | +11.1% | +25.8% |
| YTD | +9.0% | +30.1% | -21.1% | +3.2% |
| 1Y | +4.9% | +32.8% | -27.8% | -1.2% |
| 3Y | +46.2% | +133.6% | -87.4% | +32.1% |
| All | +46.2% | +135.6% | -89.3% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling