0.0%
MSFT vs SPGI
-14.9%
+14.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | -0.3% |
| 7D | -1.4% | -2.5% | +1.1% | -0.7% |
| 30D | -1.0% | +5.4% | -6.4% | -2.4% |
| 3M | +20.2% | +9.0% | +11.2% | +17.1% |
| 6M | +21.3% | +0.8% | +20.5% | +19.4% |
| YTD | +2.8% | -12.6% | +15.4% | +1.7% |
| 1Y | 0.0% | -16.1% | +16.1% | +1.3% |
| All | 0.0% | -14.9% | +14.8% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling