-0.3%
MSFT vs SPXU
-36.3%
+36.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | -0.1% |
| 7D | -0.8% | +2.5% | -3.3% | 0.0% |
| 30D | +0.8% | +4.2% | -3.3% | +2.3% |
| 3M | +27.2% | -9.3% | +36.5% | +24.1% |
| 6M | +22.9% | -30.7% | +53.6% | +11.5% |
| YTD | +3.1% | -28.1% | +31.3% | -4.7% |
| 1Y | -0.3% | -35.2% | +35.0% | -10.0% |
| All | -0.3% | -36.3% | +36.0% | -10.0% |
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