+2,912.2%
MSFT vs STX
+16,011.1%
-13,098.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.3% | -8.4% | -3.4% |
| 7D | -2.7% | +2.4% | -5.0% | -3.2% |
| 30D | +2.7% | +1.4% | +1.3% | +1.8% |
| 3M | +17.0% | -8.2% | +25.2% | +16.1% |
| 6M | +23.8% | +127.0% | -103.2% | -0.6% |
| YTD | +4.0% | +209.1% | -205.2% | -23.5% |
| 1Y | -0.8% | +365.4% | -366.2% | -34.7% |
| 3Y | +55.6% | +1,135.4% | -1,079.8% | -20.4% |
| 5Y | +72.9% | +991.5% | -918.6% | -10.5% |
| 10Y | +875.8% | +3,695.8% | -2,820.0% | +273.2% |
| All | +2,912.2% | +16,011.1% | -13,098.9% | +563.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling