+3,107.8%
MSFT vs SRE
+1,440.5%
+1,667.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | -2.4% | -1.1% | -1.3% | -2.0% |
| 30D | -3.8% | -4.1% | +0.4% | -2.4% |
| 3M | +6.4% | -7.3% | +13.7% | +9.0% |
| 6M | +28.8% | -14.1% | +42.9% | +35.1% |
| YTD | +8.8% | -8.5% | +17.3% | +10.9% |
| 1Y | +3.2% | -12.0% | +15.2% | +6.5% |
| 3Y | +44.8% | +23.4% | +21.4% | +27.8% |
| 5Y | +61.8% | +51.3% | +10.5% | +30.5% |
| 10Y | +897.9% | +126.3% | +771.7% | +557.8% |
| All | +3,107.8% | +1,440.5% | +1,667.4% | +1,099.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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