+141,733.1%
MSFT vs SPGI
+14,867.5%
+126,865.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | +0.2% | +18.4% | -18.2% | -7.0% |
| 3M | +6.4% | +15.7% | -9.3% | -0.4% |
| 6M | +28.7% | +17.3% | +11.4% | +19.3% |
| YTD | +10.4% | -4.7% | +15.1% | +11.1% |
| 1Y | +7.6% | +1.8% | +5.8% | +5.0% |
| 3Y | +52.3% | +31.7% | +20.6% | +31.5% |
| 5Y | +64.5% | +12.1% | +52.4% | +51.7% |
| 10Y | +917.8% | +341.9% | +575.9% | +438.3% |
| All | +141,733.1% | +14,867.5% | +126,865.6% | +15,558.5% |
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