+898.9%
MSFT vs SW
+185.4%
+713.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.5% |
| 7D | +1.1% | +4.7% | -3.6% | +0.8% |
| 30D | +1.3% | +5.0% | -3.7% | +0.9% |
| 3M | +10.2% | -7.3% | +17.5% | +10.7% |
| 6M | +30.8% | +15.0% | +15.8% | +28.9% |
| YTD | +11.5% | +18.5% | -7.0% | +9.3% |
| 1Y | +6.5% | +27.1% | -20.6% | +3.8% |
| 3Y | +55.5% | +49.3% | +6.1% | +48.1% |
| 5Y | +66.2% | -1.6% | +67.8% | +59.9% |
| All | +898.9% | +185.4% | +713.5% | +806.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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