+878.4%
MSFT vs SPMO
+517.6%
+360.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.2% |
| 7D | -0.8% | -0.9% | +0.1% | 0.0% |
| 30D | +0.8% | -1.9% | +2.8% | +2.3% |
| 3M | +27.2% | -1.4% | +28.6% | +25.5% |
| 6M | +22.9% | +25.5% | -2.6% | -5.2% |
| YTD | +3.1% | +24.8% | -21.7% | -20.3% |
| 1Y | -0.3% | +24.5% | -24.8% | -22.9% |
| 3Y | +50.1% | +157.1% | -107.0% | -45.6% |
| 5Y | +74.6% | +149.5% | -74.9% | -34.7% |
| All | +878.4% | +517.6% | +360.8% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling