+885.0%
MSFT vs SPY
+312.5%
+572.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | -1.0% | -0.4% | -0.7% | -0.6% |
| 30D | -2.7% | -1.4% | -1.3% | -1.0% |
| 3M | +22.1% | +3.7% | +18.4% | +17.0% |
| 6M | +20.6% | +13.0% | +7.6% | +4.3% |
| YTD | +2.3% | +12.4% | -10.1% | -10.9% |
| 1Y | -0.5% | +18.5% | -19.1% | -18.8% |
| 3Y | +50.5% | +77.6% | -27.1% | -25.3% |
| 5Y | +72.3% | +81.7% | -9.3% | -15.6% |
| 10Y | +885.0% | +319.7% | +565.4% | +78.6% |
| All | +885.0% | +312.5% | +572.5% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling