+53.3%
MSFT vs SPGI
+21.8%
+31.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.4% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | +2.7% | +8.4% | -5.7% | -0.4% |
| 3M | +17.0% | +11.8% | +5.1% | +11.6% |
| 6M | +23.8% | +5.7% | +18.1% | +20.5% |
| YTD | +4.0% | -9.7% | +13.7% | +6.6% |
| 1Y | -0.8% | -12.5% | +11.6% | +3.1% |
| All | +53.3% | +21.8% | +31.6% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling