+62.4%
MSFT vs SPGI
+15.2%
+47.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | -1.3% | +1.2% | -2.5% | -1.9% |
| 30D | -1.8% | +15.9% | -17.8% | -9.3% |
| 3M | +5.6% | +12.3% | -6.7% | -0.9% |
| 6M | +29.8% | +23.7% | +6.1% | +14.9% |
| YTD | +9.0% | -3.5% | +12.6% | +9.3% |
| 1Y | +4.9% | +0.4% | +4.5% | +2.6% |
| 3Y | +46.2% | +29.9% | +16.3% | +17.0% |
| All | +62.4% | +15.2% | +47.3% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling