+468.7%
SPCX vs MSFT
+34.2%
+434.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.6% | +2.1% |
| 7D | -0.3% | +1.7% | -2.0% | -3.0% |
| 30D | -19.9% | +0.2% | -20.0% | -36.0% |
| 3M | +16.8% | +6.4% | +10.5% | +19.9% |
| 6M | +421.0% | +5.5% | +415.5% | +559.7% |
| YTD | +421.0% | +5.5% | +415.5% | +559.7% |
| 1Y | +421.0% | +5.5% | +415.5% | +559.7% |
| All | +468.7% | +34.2% | +434.5% | +611.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFT.
Daily Out/Under-Performance
Portfolio return minus MSFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFT 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 MSFT 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