+501.7%
SPCX vs MSFT
+37.9%
+463.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.7% | +3.1% | +23.6% |
| 7D | +4.2% | +7.5% | -3.3% | +46.2% |
| 30D | -12.6% | +1.9% | -14.5% | -22.3% |
| 3M | +6.7% | +9.2% | -2.5% | +27.8% |
| 6M | +451.2% | +8.4% | +442.8% | +715.6% |
| YTD | +451.2% | +8.4% | +442.8% | +715.6% |
| 1Y | +451.2% | +8.4% | +442.8% | +715.6% |
| All | +501.7% | +37.9% | +463.9% | +779.6% |
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