+889.0%
MSFT vs STM
+398.5%
+490.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -2.3% |
| 7D | +1.7% | -10.7% | +12.4% | +4.7% |
| 30D | +0.2% | -25.7% | +25.9% | +8.4% |
| 3M | +6.4% | -21.6% | +27.9% | +12.5% |
| 6M | +28.7% | -27.8% | +56.5% | +33.6% |
| YTD | +10.4% | +61.8% | -51.3% | -14.4% |
| 1Y | +7.6% | +78.1% | -70.5% | -19.6% |
| 3Y | +52.3% | +4.9% | +47.4% | +27.8% |
| 5Y | +64.5% | -14.3% | +78.8% | +43.5% |
| All | +889.0% | +398.5% | +490.5% | +381.5% |
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