+568.4%
MA vs STT
+198.3%
+370.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.3% |
| 7D | +1.8% | +1.1% | +0.7% | +1.3% |
| 30D | +11.8% | -1.9% | +13.7% | +12.6% |
| 3M | +17.2% | -7.6% | +24.7% | +20.8% |
| 6M | +33.4% | +16.0% | +17.4% | +24.5% |
| YTD | +16.1% | +36.2% | -20.0% | +0.6% |
| 1Y | +19.9% | +46.8% | -26.9% | +0.4% |
| 3Y | +70.1% | +177.8% | -107.7% | +5.9% |
| 5Y | +89.6% | +105.8% | -16.2% | +29.6% |
| 10Y | +568.4% | +197.6% | +370.9% | +273.9% |
| All | +568.4% | +198.3% | +370.1% | +273.9% |
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