+51.2%
MSFT vs SPXU
-80.6%
+131.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -0.6% |
| 7D | -1.4% | -1.5% | +0.1% | -1.8% |
| 30D | -1.0% | +3.7% | -4.7% | +0.3% |
| 3M | +20.2% | -9.6% | +29.8% | +17.2% |
| 6M | +21.3% | -32.4% | +53.6% | +8.5% |
| YTD | +2.8% | -28.7% | +31.5% | -5.9% |
| 1Y | 0.0% | -38.2% | +38.2% | -12.2% |
| 3Y | +51.2% | -80.4% | +131.7% | +1.0% |
| All | +51.2% | -80.6% | +131.8% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling