+9.0%
MSFT vs SPXU
-30.4%
+39.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.9% | +11.6% | +4.9% |
| 7D | +4.7% | +2.2% | +2.5% | +5.6% |
| 30D | +5.8% | +3.8% | +2.1% | +7.5% |
| 3M | +13.0% | +3.3% | +9.7% | +14.9% |
| 6M | +34.9% | -16.7% | +51.6% | +29.3% |
| YTD | +15.7% | -28.6% | +44.3% | +7.1% |
| 1Y | +9.0% | -30.6% | +39.5% | +0.3% |
| All | +9.0% | -30.4% | +39.3% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling