+78.3%
SPY vs MSFT
+45.4%
+33.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +3.3% | -2.4% | +5.7% | +4.1% |
| 30D | -2.7% | -3.8% | +1.1% | -1.5% |
| 3M | -1.7% | +6.4% | -8.2% | -3.9% |
| 6M | +3.1% | +28.8% | -25.7% | -6.1% |
| YTD | +11.9% | +8.8% | +3.1% | +9.0% |
| 1Y | +12.0% | +3.2% | +8.8% | +12.1% |
| All | +78.3% | +45.4% | +33.0% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling