+894.4%
MSFT vs STM
+468.1%
+426.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.7% | -3.3% |
| 7D | -6.2% | +1.4% | -7.7% | -6.9% |
| 30D | -3.7% | -8.4% | +4.7% | -2.0% |
| 3M | +3.6% | -15.8% | +19.4% | +7.4% |
| 6M | +26.8% | -22.8% | +49.6% | +29.4% |
| YTD | +8.4% | +79.4% | -70.9% | -18.5% |
| 1Y | +3.3% | +97.0% | -93.7% | -25.1% |
| 3Y | +44.3% | +14.2% | +30.1% | +18.3% |
| 5Y | +63.3% | -4.5% | +67.8% | +37.9% |
| 10Y | +894.4% | +463.1% | +431.3% | +395.4% |
| All | +894.4% | +468.1% | +426.3% | +395.4% |
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