+64.1%
MSFT vs SPG
+74.6%
-10.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +1.7% | +4.9% | -3.2% | +0.2% |
| 30D | +0.2% | +15.6% | -15.4% | -4.3% |
| 3M | +6.4% | +4.1% | +2.3% | +5.0% |
| 6M | +28.7% | +13.6% | +15.1% | +22.8% |
| YTD | +10.4% | +27.5% | -17.1% | +0.6% |
| 1Y | +7.6% | +32.2% | -24.6% | -3.3% |
| 3Y | +52.3% | +126.0% | -73.7% | +6.8% |
| All | +64.1% | +74.6% | -10.5% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling