+62.4%
MSFT vs STLD
+274.1%
-211.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.7% |
| 7D | -1.3% | +2.9% | -4.2% | -1.8% |
| 30D | -1.8% | -5.6% | +3.7% | -1.1% |
| 3M | +5.6% | -11.7% | +17.4% | +7.4% |
| 6M | +29.8% | -2.8% | +32.6% | +29.2% |
| YTD | +9.0% | +36.4% | -27.4% | +1.1% |
| 1Y | +4.9% | +50.0% | -45.1% | -4.7% |
| 3Y | +46.2% | +122.3% | -76.1% | +19.0% |
| All | +62.4% | +274.1% | -211.6% | +11.9% |
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