+72.3%
MSFT vs SPMO
+149.2%
-76.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -1.0% | +2.7% | -3.7% | -2.8% |
| 30D | -2.7% | +1.1% | -3.7% | -3.6% |
| 3M | +22.1% | +2.0% | +20.1% | +17.4% |
| 6M | +20.6% | +26.5% | -6.0% | -3.9% |
| YTD | +2.3% | +26.5% | -24.2% | -18.6% |
| 1Y | -0.5% | +27.9% | -28.5% | -21.8% |
| 3Y | +50.5% | +160.4% | -109.8% | -40.0% |
| 5Y | +72.3% | +151.5% | -79.2% | -28.6% |
| All | +72.3% | +149.2% | -76.9% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling