+82.5%
SPY vs MSFT
+73.0%
+9.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | +0.5% |
| 7D | +0.1% | -2.7% | +2.8% | +1.2% |
| 30D | +0.1% | +2.7% | -2.7% | -1.2% |
| 3M | +2.0% | +17.0% | -15.0% | -5.3% |
| 6M | +13.0% | +23.8% | -10.8% | +1.5% |
| YTD | +13.5% | +4.0% | +9.6% | +10.3% |
| 1Y | +20.0% | -0.8% | +20.8% | +19.1% |
| 3Y | +77.2% | +55.6% | +21.6% | +37.1% |
| All | +82.5% | +73.0% | +9.6% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling