+3,047.6%
SPY vs MSFT
+31,410.2%
-28,362.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +3.3% | -2.4% | +5.7% | +4.3% |
| 30D | -2.7% | -3.8% | +1.1% | -1.3% |
| 3M | -1.7% | +6.4% | -8.2% | -4.4% |
| 6M | +3.1% | +28.8% | -25.7% | -8.1% |
| YTD | +11.9% | +8.8% | +3.1% | +5.9% |
| 1Y | +12.0% | +3.2% | +8.8% | +8.2% |
| 3Y | +78.2% | +44.8% | +33.4% | +49.1% |
| 5Y | +73.2% | +61.8% | +11.4% | +36.5% |
| 10Y | +309.6% | +897.9% | -588.3% | +59.8% |
| All | +3,047.6% | +31,410.2% | -28,362.6% | +376.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling