+878.4%
MSFT vs SU
+267.2%
+611.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -0.8% | +2.2% | -3.0% | -1.2% |
| 30D | +0.8% | +8.4% | -7.6% | -0.7% |
| 3M | +27.2% | +12.1% | +15.1% | +24.3% |
| 6M | +22.9% | +19.7% | +3.2% | +18.2% |
| YTD | +3.1% | +58.4% | -55.3% | -6.1% |
| 1Y | -0.3% | +67.2% | -67.5% | -10.3% |
| 3Y | +50.1% | +125.0% | -74.9% | +25.5% |
| 5Y | +74.6% | +355.1% | -280.4% | +22.3% |
| All | +878.4% | +267.2% | +611.2% | +628.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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