+2,879.4%
MSFT vs SPXU
-100.0%
+2,979.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -3.7% |
| 7D | -6.2% | +1.5% | -7.8% | -5.3% |
| 30D | -3.7% | +6.4% | -10.1% | -0.6% |
| 3M | +3.6% | +4.2% | -0.6% | +6.5% |
| 6M | +26.8% | -7.8% | +34.6% | +25.9% |
| YTD | +8.4% | -27.5% | +36.0% | -0.1% |
| 1Y | +3.3% | -27.1% | +30.4% | -4.4% |
| 3Y | +44.3% | -80.8% | +125.1% | -9.2% |
| 5Y | +63.3% | -84.1% | +147.4% | +15.6% |
| 10Y | +894.4% | -99.5% | +993.9% | +211.4% |
| All | +2,879.4% | -100.0% | +2,979.4% | +260.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling