+872.1%
MSFT vs STX
+3,548.7%
-2,676.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +0.8% |
| 7D | -3.5% | +8.0% | -11.4% | -5.3% |
| 30D | -2.1% | +5.1% | -7.2% | -3.9% |
| 3M | +24.2% | +5.8% | +18.4% | +18.6% |
| 6M | +21.9% | +124.9% | -103.1% | -6.3% |
| YTD | +2.5% | +213.9% | -211.4% | -30.2% |
| 1Y | -0.8% | +350.4% | -351.2% | -41.1% |
| 3Y | +50.8% | +1,314.2% | -1,263.4% | -41.1% |
| 5Y | +73.5% | +1,092.8% | -1,019.3% | -30.4% |
| All | +872.1% | +3,548.7% | -2,676.6% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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