+30,354.5%
MSFT vs SPY
+3,091.8%
+27,262.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | +2.7% | +0.1% | +2.7% | +2.7% |
| 3M | +17.0% | +2.0% | +15.0% | +14.5% |
| 6M | +23.8% | +13.0% | +10.8% | +8.1% |
| YTD | +4.0% | +13.5% | -9.6% | -9.6% |
| 1Y | -0.8% | +20.0% | -20.8% | -19.0% |
| 3Y | +55.6% | +77.2% | -21.6% | -17.7% |
| 5Y | +72.9% | +81.9% | -9.0% | -9.6% |
| 10Y | +875.8% | +314.1% | +561.7% | +115.8% |
| All | +30,354.5% | +3,091.8% | +27,262.7% | +471.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling