+7.6%
MSFT vs STLD
+45.5%
-37.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | +1.7% | -11.1% | +12.8% | +1.0% |
| 30D | +0.2% | -4.8% | +4.9% | -0.1% |
| 3M | +6.4% | -14.6% | +20.9% | +5.3% |
| 6M | +28.7% | -7.4% | +36.1% | +28.3% |
| YTD | +10.4% | +32.6% | -22.2% | +14.5% |
| 1Y | +7.6% | +47.3% | -39.7% | +11.4% |
| All | +7.6% | +45.5% | -37.8% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling