+913.4%
MSFT vs STLD
+790.2%
+123.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | -2.4% | +6.9% | -9.3% | -3.8% |
| 30D | -3.8% | -1.5% | -2.3% | -3.6% |
| 3M | +6.4% | -9.7% | +16.1% | +8.2% |
| 6M | +28.8% | +2.3% | +26.5% | +26.6% |
| YTD | +8.8% | +41.0% | -32.2% | -1.3% |
| 1Y | +3.2% | +51.8% | -48.7% | -8.2% |
| 3Y | +44.8% | +126.4% | -81.6% | +13.9% |
| 5Y | +61.8% | +285.7% | -223.9% | +7.0% |
| All | +913.4% | +790.2% | +123.2% | +394.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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