+63.3%
MSFT vs SPXU
-84.0%
+147.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -3.8% |
| 7D | -6.2% | +1.5% | -7.8% | -5.2% |
| 30D | -3.7% | +6.4% | -10.1% | -0.5% |
| 3M | +3.6% | +4.2% | -0.6% | +6.6% |
| 6M | +26.8% | -7.8% | +34.6% | +25.8% |
| YTD | +8.4% | -27.5% | +36.0% | -0.5% |
| 1Y | +3.3% | -27.1% | +30.4% | -4.7% |
| 3Y | +44.3% | -80.8% | +125.1% | -13.0% |
| 5Y | +63.3% | -84.1% | +147.4% | +13.0% |
| All | +63.3% | -84.0% | +147.3% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling