+553.1%
MA vs STT
+204.5%
+348.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +2.3% | -2.5% | +4.8% | +3.4% |
| 30D | +14.7% | -5.0% | +19.6% | +17.0% |
| 3M | +13.5% | -10.5% | +24.0% | +18.6% |
| 6M | +33.1% | +10.0% | +23.1% | +27.0% |
| YTD | +15.1% | +30.7% | -15.6% | +1.4% |
| 1Y | +18.7% | +43.8% | -25.0% | +0.3% |
| 3Y | +72.1% | +168.1% | -96.0% | +8.9% |
| 5Y | +92.8% | +101.4% | -8.6% | +33.1% |
| All | +553.1% | +204.5% | +348.6% | +277.1% |
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