+61.8%
MSFT vs SPYM
+74.6%
-12.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.7% |
| 7D | -2.4% | +3.3% | -5.7% | -6.0% |
| 30D | -3.8% | -2.6% | -1.1% | -0.7% |
| 3M | +6.4% | -1.7% | +8.1% | +8.6% |
| 6M | +28.8% | +3.1% | +25.7% | +24.4% |
| YTD | +8.8% | +12.0% | -3.2% | -4.5% |
| 1Y | +3.2% | +12.1% | -8.9% | -9.7% |
| 3Y | +44.8% | +78.5% | -33.8% | -28.6% |
| 5Y | +61.8% | +73.8% | -12.0% | -15.9% |
| All | +61.8% | +74.6% | -12.8% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling