+307.3%
SPY vs MSFT
+923.3%
-615.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.4% | +1.0% |
| 7D | +0.1% | +7.5% | -7.4% | -3.5% |
| 30D | -3.3% | +1.9% | -5.2% | -4.3% |
| 3M | -2.4% | +9.2% | -11.7% | -6.9% |
| 6M | +2.6% | +31.9% | -29.3% | -12.2% |
| YTD | +11.2% | +13.4% | -2.2% | +2.0% |
| 1Y | +13.4% | +10.6% | +2.8% | +5.2% |
| 3Y | +79.9% | +54.7% | +25.2% | +36.8% |
| 5Y | +72.2% | +69.1% | +3.1% | +21.3% |
| 10Y | +307.3% | +920.4% | -613.1% | +20.0% |
| All | +307.3% | +923.3% | -615.9% | +20.0% |
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