+889.0%
MSFT vs STLD
+868.9%
+20.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | +1.7% | -11.1% | +12.8% | +4.1% |
| 30D | +0.2% | -4.8% | +4.9% | +1.1% |
| 3M | +6.4% | -14.6% | +20.9% | +9.5% |
| 6M | +28.7% | -7.4% | +36.1% | +29.4% |
| YTD | +10.4% | +32.6% | -22.2% | +1.6% |
| 1Y | +7.6% | +47.3% | -39.7% | -3.5% |
| 3Y | +52.3% | +107.5% | -55.2% | +22.6% |
| 5Y | +64.5% | +268.8% | -204.3% | +10.5% |
| All | +889.0% | +868.9% | +20.1% | +403.9% |
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