+9.0%
MSFT vs STM
+92.4%
-83.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -6.1% | +12.7% | +6.8% |
| 7D | +4.7% | -6.0% | +10.7% | +4.8% |
| 30D | +5.8% | -20.9% | +26.8% | +6.5% |
| 3M | +13.0% | -15.8% | +28.7% | +13.5% |
| 6M | +34.9% | -17.0% | +52.0% | +31.4% |
| YTD | +15.7% | +76.8% | -61.1% | +1.4% |
| 1Y | +9.0% | +96.5% | -87.5% | -4.7% |
| All | +9.0% | +92.4% | -83.4% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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