+915.1%
MSFT vs SPY
+307.0%
+608.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.6% |
| 7D | -1.3% | +2.6% | -3.9% | -4.2% |
| 30D | -1.8% | -2.0% | +0.1% | +0.5% |
| 3M | +5.6% | -2.8% | +8.4% | +9.3% |
| 6M | +29.8% | +2.1% | +27.7% | +26.7% |
| YTD | +9.0% | +11.5% | -2.5% | -4.2% |
| 1Y | +4.9% | +13.5% | -8.5% | -9.7% |
| 3Y | +46.2% | +77.7% | -31.5% | -27.5% |
| 5Y | +62.1% | +72.6% | -10.5% | -15.6% |
| All | +915.1% | +307.0% | +608.1% | +78.7% |
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