+73.5%
MSFT vs SPG
+102.5%
-29.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.7% |
| 7D | -2.7% | -2.4% | -0.3% | -2.0% |
| 30D | +2.7% | -6.8% | +9.5% | +4.9% |
| 3M | +17.0% | +2.7% | +14.3% | +15.4% |
| 6M | +23.8% | +5.5% | +18.4% | +20.7% |
| YTD | +4.0% | +15.7% | -11.7% | -2.1% |
| 1Y | -0.8% | +20.9% | -21.7% | -8.3% |
| 3Y | +55.6% | +112.4% | -56.8% | +12.0% |
| All | +73.5% | +102.5% | -29.1% | +20.9% |
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