+913.4%
MSFT vs STT
+198.7%
+714.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | -2.4% | +5.1% | -7.5% | -4.1% |
| 30D | -3.8% | -0.2% | -3.5% | -3.7% |
| 3M | +6.4% | -8.1% | +14.6% | +9.4% |
| 6M | +28.8% | +16.6% | +12.1% | +21.8% |
| YTD | +8.8% | +37.8% | -29.0% | -3.3% |
| 1Y | +3.2% | +46.8% | -43.7% | -10.5% |
| 3Y | +44.8% | +181.2% | -136.4% | -1.9% |
| 5Y | +61.8% | +105.1% | -43.3% | +18.6% |
| All | +913.4% | +198.7% | +714.7% | +532.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling