+52.3%
MSFT vs STM
+4.7%
+47.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.6% |
| 7D | +1.7% | -10.7% | +12.4% | +3.0% |
| 30D | +0.2% | -25.7% | +25.9% | +3.7% |
| 3M | +6.4% | -21.6% | +27.9% | +9.1% |
| 6M | +28.7% | -27.8% | +56.5% | +29.8% |
| YTD | +10.4% | +61.8% | -51.3% | -5.6% |
| 1Y | +7.6% | +78.1% | -70.5% | -10.0% |
| 3Y | +52.3% | +4.9% | +47.4% | +32.5% |
| All | +52.3% | +4.7% | +47.6% | +32.5% |
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 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