+499.6%
MSFT vs SPOT
+218.6%
+281.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.5% |
| 7D | -1.4% | -2.9% | +1.4% | -0.7% |
| 30D | -1.0% | +8.3% | -9.3% | -3.2% |
| 3M | +20.2% | +5.1% | +15.1% | +18.3% |
| 6M | +21.3% | -6.5% | +27.7% | +21.9% |
| YTD | +2.8% | -9.0% | +11.8% | +3.3% |
| 1Y | 0.0% | -26.4% | +26.4% | +6.0% |
| 3Y | +51.2% | +240.0% | -188.8% | -0.3% |
| 5Y | +71.4% | +111.7% | -40.3% | +20.1% |
| All | +499.6% | +218.6% | +281.0% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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