+878.4%
MSFT vs SYY
+116.5%
+761.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.4% |
| 7D | -0.8% | +3.9% | -4.8% | -1.8% |
| 30D | +0.8% | -1.7% | +2.6% | +1.3% |
| 3M | +27.2% | +5.2% | +22.0% | +25.4% |
| 6M | +22.9% | -0.2% | +23.1% | +22.1% |
| YTD | +3.1% | +15.4% | -12.2% | -1.9% |
| 1Y | -0.3% | +5.6% | -5.9% | -3.0% |
| 3Y | +50.1% | +28.9% | +21.2% | +35.9% |
| 5Y | +74.6% | +24.1% | +50.6% | +59.6% |
| All | +878.4% | +116.5% | +761.9% | +632.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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