+73.5%
MSFT vs STT
+145.1%
-71.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.4% |
| 3M | +17.0% | +20.0% | -3.0% | +10.2% |
| 6M | +23.8% | +55.3% | -31.5% | +6.9% |
| YTD | +4.0% | +53.3% | -49.4% | -10.1% |
| 1Y | -0.8% | +74.7% | -75.5% | -18.2% |
| 3Y | +55.6% | +205.8% | -150.2% | +3.4% |
| All | +73.5% | +145.1% | -71.6% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling