+311.1%
SPY vs MSFT
+907.9%
-596.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.4% |
| 7D | -0.9% | -6.2% | +5.3% | +2.3% |
| 30D | -2.4% | -3.7% | +1.3% | -0.7% |
| 3M | -1.2% | +3.6% | -4.8% | -3.2% |
| 6M | +3.3% | +26.8% | -23.5% | -10.0% |
| YTD | +12.3% | +8.4% | +3.9% | +5.2% |
| 1Y | +12.4% | +3.3% | +9.2% | +8.0% |
| 3Y | +78.8% | +44.3% | +34.5% | +40.8% |
| 5Y | +75.2% | +63.3% | +11.8% | +25.3% |
| 10Y | +311.1% | +894.4% | -583.3% | +21.3% |
| All | +311.1% | +907.9% | -596.8% | +21.3% |
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