+2,895.1%
MSFT vs SPXU
-100.0%
+2,995.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.6% |
| 7D | -1.3% | -7.6% | +6.3% | -4.0% |
| 30D | -1.8% | +5.3% | -7.2% | +0.9% |
| 3M | +5.6% | +9.6% | -4.0% | +10.6% |
| 6M | +29.8% | -4.5% | +34.3% | +30.5% |
| YTD | +9.0% | -25.9% | +34.9% | +1.3% |
| 1Y | +4.9% | -28.9% | +33.8% | -3.7% |
| 3Y | +46.2% | -80.5% | +126.7% | -7.4% |
| 5Y | +62.1% | -83.4% | +145.5% | +16.6% |
| 10Y | +899.6% | -99.5% | +999.1% | +215.7% |
| All | +2,895.1% | -100.0% | +2,995.1% | +265.0% |
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 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