+53.3%
MSFT vs STM
+16.2%
+37.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.3% |
| 7D | -2.7% | +5.8% | -8.5% | -3.4% |
| 30D | +2.7% | -1.0% | +3.7% | +2.7% |
| 3M | +17.0% | -33.3% | +50.2% | +21.7% |
| 6M | +23.8% | +57.4% | -33.5% | +9.0% |
| YTD | +4.0% | +102.2% | -98.2% | -13.2% |
| 1Y | -0.8% | +99.6% | -100.4% | -17.6% |
| All | +53.3% | +16.2% | +37.1% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling