+51.2%
MSFT vs STX
+1,424.0%
-1,372.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.5% | -7.6% | -1.7% |
| 7D | -1.4% | +10.7% | -12.2% | -2.3% |
| 30D | -1.0% | +11.3% | -12.3% | -2.2% |
| 3M | +20.2% | +3.2% | +17.0% | +18.1% |
| 6M | +21.3% | +157.0% | -135.7% | +5.1% |
| YTD | +2.8% | +229.2% | -226.4% | -15.8% |
| 1Y | 0.0% | +381.8% | -381.9% | -25.7% |
| 3Y | +51.2% | +1,383.2% | -1,331.9% | -19.3% |
| All | +51.2% | +1,424.0% | -1,372.7% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling