+3.2%
MSFT vs SPXU
-25.8%
+29.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.7% |
| 7D | -2.4% | -9.4% | +6.9% | -5.5% |
| 30D | -3.8% | +7.4% | -11.2% | -0.7% |
| 3M | +6.4% | +6.2% | +0.2% | +9.7% |
| 6M | +28.8% | -7.2% | +36.0% | +28.3% |
| YTD | +8.8% | -26.8% | +35.6% | +2.3% |
| 1Y | +3.2% | -26.3% | +29.4% | -2.8% |
| All | +3.2% | -25.8% | +29.0% | -2.8% |
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