+32,828.9%
MSFT vs SPG
+5,256.9%
+27,572.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.8% |
| 7D | -2.7% | -2.4% | -0.3% | -2.1% |
| 30D | +2.7% | -6.8% | +9.5% | +4.5% |
| 3M | +17.0% | +2.7% | +14.3% | +15.9% |
| 6M | +23.8% | +5.5% | +18.4% | +21.6% |
| YTD | +4.0% | +15.7% | -11.7% | -0.5% |
| 1Y | -0.8% | +20.9% | -21.7% | -6.3% |
| 3Y | +55.6% | +112.4% | -56.8% | +25.6% |
| 5Y | +72.9% | +101.4% | -28.5% | +40.2% |
| 10Y | +875.8% | +60.6% | +815.2% | +663.8% |
| All | +32,828.9% | +5,256.9% | +27,572.0% | +10,054.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling