+2,649.4%
MSFT vs SPYM
+812.4%
+1,837.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | -1.3% | +2.6% | -3.8% | -3.7% |
| 30D | -1.8% | -2.0% | +0.2% | +0.2% |
| 3M | +5.6% | -2.8% | +8.4% | +8.7% |
| 6M | +29.8% | +2.2% | +27.7% | +27.3% |
| YTD | +9.0% | +11.5% | -2.5% | -2.0% |
| 1Y | +4.9% | +13.5% | -8.6% | -7.4% |
| 3Y | +46.2% | +78.0% | -31.8% | -17.2% |
| 5Y | +62.1% | +73.1% | -11.0% | -4.1% |
| 10Y | +899.6% | +310.9% | +588.8% | +181.4% |
| All | +2,649.4% | +812.4% | +1,837.0% | +322.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling