+248.8%
MSFT vs SITM
+4,532.8%
-4,284.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.1% |
| 7D | -3.5% | +4.8% | -8.3% | -4.2% |
| 30D | -2.1% | -9.7% | +7.6% | -1.0% |
| 3M | +24.2% | -9.3% | +33.5% | +23.7% |
| 6M | +21.9% | +69.5% | -47.7% | +8.3% |
| YTD | +2.5% | +70.5% | -68.1% | -10.1% |
| 1Y | -0.8% | +145.3% | -146.0% | -19.4% |
| 3Y | +50.8% | +432.8% | -382.0% | -1.1% |
| 5Y | +73.5% | +174.0% | -100.5% | +16.7% |
| All | +248.8% | +4,532.8% | -4,284.0% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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