+868.6%
MSFT vs STM
+653.6%
+215.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | -1.4% | +5.2% | -6.6% | -2.9% |
| 30D | -1.0% | -7.4% | +6.3% | +1.0% |
| 3M | +20.2% | -30.6% | +50.8% | +30.6% |
| 6M | +21.3% | +66.4% | -45.1% | -3.8% |
| YTD | +2.8% | +101.1% | -98.4% | -24.2% |
| 1Y | 0.0% | +97.4% | -97.4% | -26.7% |
| 3Y | +51.2% | +21.1% | +30.1% | +23.9% |
| 5Y | +71.4% | +22.5% | +49.0% | +34.8% |
| 10Y | +868.6% | +657.6% | +211.0% | +348.5% |
| All | +868.6% | +653.6% | +215.0% | +348.5% |
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