+63.3%
MSFT vs STLD
+291.0%
-227.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.5% |
| 7D | -6.2% | -0.5% | -5.8% | -6.2% |
| 30D | -3.7% | -0.1% | -3.6% | -3.8% |
| 3M | +3.6% | -9.2% | +12.8% | +4.9% |
| 6M | +26.8% | +1.8% | +25.0% | +25.3% |
| YTD | +8.4% | +42.1% | -33.7% | -0.1% |
| 1Y | +3.3% | +58.5% | -55.2% | -7.0% |
| 3Y | +44.3% | +128.2% | -83.9% | +17.0% |
| 5Y | +63.3% | +288.2% | -224.9% | +12.9% |
| All | +63.3% | +291.0% | -227.7% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling