+50.6%
MSFT vs STX
+580.9%
-530.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | +1.7% | -28.5% | +30.1% | +4.1% |
| 30D | +0.2% | -42.9% | +43.1% | +4.2% |
| 3M | +6.4% | -45.9% | +52.3% | +10.6% |
| 6M | +28.7% | -41.3% | +70.0% | +30.6% |
| YTD | +10.4% | +67.9% | -57.5% | -4.9% |
| 1Y | +7.6% | +66.5% | -58.9% | -7.5% |
| All | +50.6% | +580.9% | -530.3% | -12.4% |
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