+894.4%
MSFT vs SPGI
+337.7%
+556.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.5% |
| 7D | -6.2% | -1.4% | -4.9% | -5.4% |
| 30D | -3.7% | +15.3% | -19.0% | -11.7% |
| 3M | +3.6% | +16.5% | -12.9% | -5.8% |
| 6M | +26.8% | +19.8% | +7.0% | +12.4% |
| YTD | +8.4% | -3.2% | +11.7% | +8.1% |
| 1Y | +3.3% | +1.8% | +1.5% | -0.5% |
| 3Y | +44.3% | +30.6% | +13.7% | +15.1% |
| 5Y | +63.3% | +16.0% | +47.3% | +38.8% |
| 10Y | +894.4% | +338.6% | +555.8% | +309.4% |
| All | +894.4% | +337.7% | +556.7% | +309.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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