-0.8%
MSFT vs SPYG
+22.6%
-23.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -2.7% | +0.4% | -3.1% | -3.0% |
| 30D | +2.7% | -0.4% | +3.2% | +3.0% |
| 3M | +17.0% | +0.5% | +16.4% | +15.7% |
| 6M | +23.8% | +17.5% | +6.4% | +9.0% |
| YTD | +4.0% | +14.3% | -10.4% | -6.5% |
| 1Y | -0.8% | +21.7% | -22.5% | -14.7% |
| All | -0.8% | +22.6% | -23.4% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling