+46.2%
MSFT vs SITM
+318.4%
-272.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.6% |
| 7D | -1.3% | +6.6% | -7.9% | -1.9% |
| 30D | -1.8% | -15.3% | +13.5% | -0.8% |
| 3M | +5.6% | -35.4% | +41.0% | +8.7% |
| 6M | +29.8% | -46.8% | +76.6% | +34.1% |
| YTD | +9.0% | +25.9% | -16.9% | +1.6% |
| 1Y | +4.9% | +54.0% | -49.1% | -4.9% |
| 3Y | +46.2% | +315.6% | -269.4% | +11.2% |
| All | +46.2% | +318.4% | -272.1% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling