+915.1%
MSFT vs SPYG
+393.2%
+521.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.1% |
| 7D | -1.3% | +2.3% | -3.6% | -3.8% |
| 30D | -1.8% | -6.5% | +4.6% | +5.2% |
| 3M | +5.6% | -6.8% | +12.5% | +13.7% |
| 6M | +29.8% | -3.1% | +33.0% | +33.4% |
| YTD | +9.0% | +8.0% | +1.0% | -0.8% |
| 1Y | +4.9% | +10.2% | -5.3% | -6.8% |
| 3Y | +46.2% | +91.0% | -44.8% | -32.0% |
| 5Y | +62.1% | +67.7% | -5.6% | -11.6% |
| All | +915.1% | +393.2% | +521.9% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling