+9,286.4%
MSFT vs STLD
+7,971.8%
+1,314.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.6% | +4.0% | -1.9% |
| 7D | +1.1% | -12.5% | +13.6% | +4.0% |
| 30D | +1.3% | -6.8% | +8.1% | +2.7% |
| 3M | +10.2% | -16.4% | +26.5% | +14.0% |
| 6M | +30.8% | -6.1% | +36.9% | +31.1% |
| YTD | +11.5% | +32.0% | -20.4% | +3.0% |
| 1Y | +6.5% | +45.5% | -39.0% | -3.8% |
| 3Y | +55.5% | +106.5% | -51.0% | +26.8% |
| 5Y | +66.2% | +267.2% | -201.0% | +15.5% |
| 10Y | +928.0% | +878.9% | +49.1% | +432.7% |
| All | +9,286.4% | +7,971.8% | +1,314.6% | +2,075.0% |
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