+271.1%
MSFT vs SITM
+3,319.5%
-3,048.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.9% |
| 7D | -1.3% | +6.6% | -7.9% | -2.3% |
| 30D | -1.8% | -15.3% | +13.5% | -0.2% |
| 3M | +5.6% | -35.4% | +41.0% | +10.7% |
| 6M | +29.8% | -46.8% | +76.6% | +37.5% |
| YTD | +9.0% | +25.9% | -16.9% | -1.4% |
| 1Y | +4.9% | +54.0% | -49.1% | -8.6% |
| 3Y | +46.2% | +315.6% | -269.4% | -1.7% |
| 5Y | +62.1% | +74.4% | -12.3% | +15.9% |
| All | +271.1% | +3,319.5% | -3,048.4% | +60.1% |
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