+554.8%
MA vs STT
+211.9%
+342.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.9% |
| 7D | -0.3% | +0.9% | -1.3% | -0.8% |
| 30D | +11.3% | -2.3% | +13.6% | +12.3% |
| 3M | +16.7% | -7.0% | +23.7% | +20.0% |
| 6M | +32.8% | +15.5% | +17.3% | +24.2% |
| YTD | +15.6% | +35.6% | -20.0% | +0.3% |
| 1Y | +19.6% | +47.9% | -28.3% | -0.2% |
| 3Y | +72.1% | +181.1% | -109.0% | +6.6% |
| 5Y | +96.0% | +108.2% | -12.1% | +33.4% |
| 10Y | +554.8% | +201.0% | +353.8% | +271.8% |
| All | +554.8% | +211.9% | +342.9% | +271.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling