+92.1%
MA vs STT
+109.1%
-17.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.3% |
| 7D | -1.8% | +0.4% | -2.2% | -2.0% |
| 30D | +11.0% | -0.4% | +11.5% | +11.1% |
| 3M | +17.9% | -6.5% | +24.3% | +20.6% |
| 6M | +33.2% | +17.2% | +16.0% | +24.8% |
| YTD | +16.5% | +38.2% | -21.7% | +1.8% |
| 1Y | +19.1% | +49.3% | -30.2% | +0.9% |
| 3Y | +70.6% | +181.9% | -111.4% | +10.4% |
| 5Y | +92.1% | +106.9% | -14.8% | +34.2% |
| All | +92.1% | +109.1% | -17.0% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling