-0.8%
MSFT vs STT
+75.3%
-76.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -2.7% | +0.5% | -3.2% | -2.8% |
| 30D | +2.7% | +3.9% | -1.2% | +2.0% |
| 3M | +17.0% | +20.0% | -3.0% | +13.8% |
| 6M | +23.8% | +55.3% | -31.5% | +15.7% |
| YTD | +4.0% | +53.3% | -49.4% | -2.8% |
| 1Y | -0.8% | +74.7% | -75.5% | -9.5% |
| All | -0.8% | +75.3% | -76.1% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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