+3,041.3%
MSFT vs STX
+10,374.7%
-7,333.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.0% | -12.2% | -4.3% |
| 7D | -6.2% | -1.0% | -5.3% | -6.5% |
| 30D | -3.7% | -26.8% | +23.1% | +1.7% |
| 3M | +3.6% | -32.7% | +36.3% | +10.1% |
| 6M | +26.8% | -33.7% | +60.5% | +32.1% |
| YTD | +8.4% | +101.0% | -92.6% | -14.1% |
| 1Y | +3.3% | +92.7% | -89.4% | -17.8% |
| 3Y | +44.3% | +708.7% | -664.4% | -20.5% |
| 5Y | +63.3% | +504.0% | -440.7% | -5.5% |
| 10Y | +894.4% | +2,108.4% | -1,214.0% | +319.1% |
| All | +3,041.3% | +10,374.7% | -7,333.3% | +644.1% |
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