+872.1%
MSFT vs SPYG
+420.3%
+451.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +1.1% |
| 7D | -3.5% | -1.8% | -1.6% | -1.5% |
| 30D | -2.1% | -1.9% | -0.1% | 0.0% |
| 3M | +24.2% | +5.2% | +19.0% | +17.2% |
| 6M | +21.9% | +15.6% | +6.3% | +3.4% |
| YTD | +2.5% | +12.4% | -9.9% | -10.4% |
| 1Y | -0.8% | +17.5% | -18.2% | -17.6% |
| 3Y | +50.8% | +98.1% | -47.3% | -32.4% |
| 5Y | +73.5% | +84.9% | -11.4% | -15.3% |
| All | +872.1% | +420.3% | +451.8% | +32.5% |
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