+133,470.8%
MSFT vs SPGI
+14,090.3%
+119,380.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | +17.0% | +11.8% | +5.1% | +10.9% |
| 6M | +23.8% | +5.7% | +18.1% | +20.3% |
| YTD | +4.0% | -9.7% | +13.7% | +7.3% |
| 1Y | -0.8% | -12.5% | +11.6% | +3.2% |
| 3Y | +55.6% | +21.8% | +33.8% | +39.0% |
| 5Y | +72.9% | +8.2% | +64.7% | +62.1% |
| 10Y | +875.8% | +309.5% | +566.3% | +433.7% |
| All | +133,470.8% | +14,090.3% | +119,380.5% | +15,020.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling