+8,651.9%
MSFT vs STLD
+8,684.3%
-32.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | -2.7% | +3.1% | -5.8% | -3.4% |
| 30D | +2.7% | -9.0% | +11.7% | +4.6% |
| 3M | +17.0% | -12.4% | +29.3% | +19.6% |
| 6M | +23.8% | +25.5% | -1.7% | +16.5% |
| YTD | +4.0% | +43.6% | -39.6% | -5.5% |
| 1Y | -0.8% | +87.2% | -88.0% | -15.4% |
| 3Y | +55.6% | +135.2% | -79.6% | +23.4% |
| 5Y | +72.9% | +290.9% | -218.0% | +18.5% |
| 10Y | +875.8% | +1,113.5% | -237.6% | +382.8% |
| All | +8,651.9% | +8,684.3% | -32.4% | +1,895.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling