+48.9%
MSFT vs SITM
+412.8%
-363.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.3% |
| 7D | -1.0% | +3.7% | -4.7% | -1.4% |
| 30D | -2.7% | -14.5% | +11.8% | -1.5% |
| 3M | +22.1% | -10.6% | +32.7% | +21.6% |
| 6M | +20.6% | +65.5% | -45.0% | +11.5% |
| YTD | +2.3% | +67.0% | -64.7% | -6.2% |
| 1Y | -0.5% | +138.6% | -139.2% | -14.0% |
| All | +48.9% | +412.8% | -363.9% | +12.8% |
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