+561.8%
MSFT vs SPOT
+267.1%
+294.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.5% |
| 7D | +7.5% | +2.5% | +5.0% | +6.9% |
| 30D | +1.9% | +15.1% | -13.2% | -2.0% |
| 3M | +9.2% | +24.8% | -15.5% | +2.6% |
| 6M | +31.9% | +45.8% | -13.9% | +18.2% |
| YTD | +13.4% | +4.9% | +8.6% | +9.4% |
| 1Y | +10.6% | -1.3% | +11.9% | +8.3% |
| 3Y | +54.7% | +257.7% | -203.0% | +0.9% |
| 5Y | +69.1% | +118.5% | -49.4% | +17.8% |
| All | +561.8% | +267.1% | +294.7% | +233.9% |
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