+141,733.1%
MSFT vs STT
+6,268.9%
+135,464.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +1.7% | -2.5% | +4.1% | +2.4% |
| 30D | +0.2% | -5.0% | +5.1% | +1.7% |
| 3M | +6.4% | -10.5% | +16.8% | +9.7% |
| 6M | +28.7% | +10.0% | +18.7% | +25.0% |
| YTD | +10.4% | +30.7% | -20.3% | +1.6% |
| 1Y | +7.6% | +43.8% | -36.1% | -3.7% |
| 3Y | +52.3% | +168.1% | -115.8% | +12.5% |
| 5Y | +64.5% | +101.4% | -36.9% | +29.0% |
| 10Y | +917.8% | +211.3% | +706.5% | +568.6% |
| All | +141,733.1% | +6,268.9% | +135,464.2% | +27,245.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling