+915.1%
MSFT vs SYY
+88.7%
+826.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.1% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | -1.8% | -4.8% | +2.9% | -0.9% |
| 3M | +5.6% | -7.1% | +12.7% | +7.3% |
| 6M | +29.8% | +6.8% | +23.0% | +26.9% |
| YTD | +9.0% | +7.7% | +1.4% | +5.2% |
| 1Y | +4.9% | +5.7% | -0.7% | +1.7% |
| 3Y | +46.2% | +24.6% | +21.7% | +33.0% |
| 5Y | +62.1% | +15.6% | +46.5% | +50.6% |
| All | +915.1% | +88.7% | +826.4% | +675.3% |
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