+133,470.8%
MSFT vs SYY
+4,458.5%
+129,012.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.6% |
| 7D | -2.7% | -2.3% | -0.4% | -2.0% |
| 30D | +2.7% | -4.9% | +7.6% | +4.3% |
| 3M | +17.0% | +8.4% | +8.6% | +13.8% |
| 6M | +23.8% | -7.4% | +31.2% | +25.6% |
| YTD | +4.0% | +11.0% | -7.0% | -0.8% |
| 1Y | -0.8% | -0.2% | -0.6% | -2.4% |
| 3Y | +55.6% | +23.8% | +31.8% | +40.6% |
| 5Y | +72.9% | +18.1% | +54.8% | +57.6% |
| 10Y | +875.8% | +94.6% | +781.2% | +592.3% |
| All | +133,470.8% | +4,458.5% | +129,012.2% | +26,638.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling