+29.8%
MSFT vs SITM
-48.3%
+78.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.4% |
| 7D | -1.3% | +6.6% | -7.9% | -1.6% |
| 30D | -1.8% | -15.3% | +13.5% | -1.2% |
| 3M | +5.6% | -35.4% | +41.0% | +7.5% |
| 6M | +29.8% | -46.8% | +76.6% | +19.8% |
| All | +29.8% | -48.3% | +78.1% | +19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling