+67.9%
MSFT vs SUI
-25.9%
+93.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +2.3% | +3.4% | -1.1% | +1.5% |
| 30D | -0.4% | +4.6% | -5.0% | -1.7% |
| 3M | +5.6% | +1.6% | +4.0% | +4.9% |
| 6M | +29.0% | -3.5% | +32.4% | +29.4% |
| YTD | +10.9% | -1.0% | +11.9% | +10.3% |
| 1Y | +6.2% | -1.7% | +8.0% | +5.8% |
| 3Y | +47.6% | +18.4% | +29.2% | +33.8% |
| 5Y | +67.9% | -26.3% | +94.3% | +90.3% |
| All | +67.9% | -25.9% | +93.9% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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