+872.1%
MSFT vs SPYM
+321.7%
+550.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.9% |
| 7D | -3.5% | -2.0% | -1.5% | -1.2% |
| 30D | -2.1% | -1.6% | -0.4% | -0.1% |
| 3M | +24.2% | +4.7% | +19.4% | +17.6% |
| 6M | +21.9% | +12.6% | +9.3% | +6.0% |
| YTD | +2.5% | +11.8% | -9.3% | -10.2% |
| 1Y | -0.8% | +17.5% | -18.3% | -18.1% |
| 3Y | +50.8% | +77.0% | -26.2% | -24.2% |
| 5Y | +73.5% | +82.6% | -9.1% | -14.7% |
| All | +872.1% | +321.7% | +550.3% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPYM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling