+71.4%
MSFT vs STX
+1,115.1%
-1,043.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.5% | -7.6% | -2.3% |
| 7D | -1.4% | +10.7% | -12.2% | -3.2% |
| 30D | -1.0% | +11.3% | -12.3% | -3.4% |
| 3M | +20.2% | +3.2% | +17.0% | +16.6% |
| 6M | +21.3% | +157.0% | -135.7% | -5.5% |
| YTD | +2.8% | +229.2% | -226.4% | -26.8% |
| 1Y | 0.0% | +381.8% | -381.9% | -38.2% |
| 3Y | +51.2% | +1,383.2% | -1,331.9% | -40.1% |
| 5Y | +71.4% | +1,144.9% | -1,073.4% | -27.0% |
| All | +71.4% | +1,115.1% | -1,043.6% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling