+915.1%
MSFT vs STX
+2,020.3%
-1,105.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.8% |
| 7D | -1.3% | +14.6% | -15.9% | -4.4% |
| 30D | -1.8% | -26.0% | +24.1% | +3.8% |
| 3M | +5.6% | -42.6% | +48.2% | +16.9% |
| 6M | +29.8% | -35.3% | +65.1% | +35.5% |
| YTD | +9.0% | +92.5% | -83.4% | -18.8% |
| 1Y | +4.9% | +102.4% | -97.4% | -23.4% |
| 3Y | +46.2% | +673.8% | -627.6% | -35.2% |
| 5Y | +62.1% | +463.1% | -400.9% | -22.9% |
| All | +915.1% | +2,020.3% | -1,105.2% | +218.5% |
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