+913.4%
MSFT vs SPXU
-99.5%
+1,012.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.8% |
| 7D | -2.4% | -9.4% | +6.9% | -6.0% |
| 30D | -3.8% | +7.4% | -11.2% | -0.1% |
| 3M | +6.4% | +6.2% | +0.2% | +10.4% |
| 6M | +28.8% | -7.2% | +36.0% | +28.0% |
| YTD | +8.8% | -26.8% | +35.6% | 0.0% |
| 1Y | +3.2% | -26.3% | +29.4% | -4.6% |
| 3Y | +44.8% | -80.6% | +125.4% | -12.4% |
| 5Y | +61.8% | -83.6% | +145.4% | +12.0% |
| All | +913.4% | -99.5% | +1,012.9% | +149.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling