+8.6%
MSFT vs STM
+90.1%
-81.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.8% | -4.0% | +2.5% |
| 7D | +7.5% | -5.6% | +13.1% | +7.6% |
| 30D | +1.9% | -14.4% | +16.3% | +2.3% |
| 3M | +9.2% | -20.5% | +29.7% | +9.9% |
| 6M | +31.9% | -24.5% | +56.4% | +29.4% |
| YTD | +13.4% | +72.7% | -59.2% | -0.3% |
| All | +8.6% | +90.1% | -81.5% | -4.4% |
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 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