-21.9%
SPCX vs MSFT
-0.2%
-21.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.6% | +9.1% |
| 7D | -0.3% | +1.7% | -2.0% | -0.1% |
| 30D | -19.9% | +0.2% | -20.0% | -18.1% |
| All | -21.9% | -0.2% | -21.7% | -20.2% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling