+3,094.0%
SPY vs MSFT
+30,006.4%
-26,912.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | +0.4% |
| 7D | +0.1% | -2.7% | +2.8% | +1.2% |
| 30D | +0.1% | +2.7% | -2.7% | -1.1% |
| 3M | +2.0% | +17.0% | -15.0% | -5.1% |
| 6M | +13.0% | +23.8% | -10.8% | +2.3% |
| YTD | +13.5% | +4.0% | +9.6% | +9.6% |
| 1Y | +20.0% | -0.8% | +20.8% | +17.8% |
| 3Y | +77.2% | +55.6% | +21.6% | +44.1% |
| 5Y | +81.9% | +72.9% | +9.0% | +39.8% |
| 10Y | +314.1% | +875.8% | -561.7% | +63.3% |
| All | +3,094.0% | +30,006.4% | -26,912.4% | +393.6% |
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