+915.1%
MSFT vs STM
+470.7%
+444.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -1.3% | +12.0% | -13.3% | -4.5% |
| 30D | -1.8% | -0.4% | -1.5% | -2.5% |
| 3M | +5.6% | -13.2% | +18.8% | +8.5% |
| 6M | +29.8% | -26.1% | +55.9% | +34.7% |
| YTD | +9.0% | +81.2% | -72.2% | -18.3% |
| 1Y | +4.9% | +98.3% | -93.4% | -24.0% |
| 3Y | +46.2% | +16.7% | +29.5% | +18.9% |
| 5Y | +62.1% | -4.8% | +67.0% | +37.2% |
| All | +915.1% | +470.7% | +444.4% | +403.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling