+50.6%
MSFT vs SPOT
+252.2%
-201.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.7% |
| 7D | +1.7% | +1.6% | +0.1% | +1.5% |
| 30D | +0.2% | +17.6% | -17.4% | -2.6% |
| 3M | +6.4% | +26.9% | -20.6% | +1.8% |
| 6M | +28.7% | +41.8% | -13.1% | +20.4% |
| YTD | +10.4% | +3.8% | +6.6% | +8.5% |
| 1Y | +7.6% | -2.5% | +10.1% | +6.9% |
| All | +50.6% | +252.2% | -201.7% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling