+57.4%
MAR vs STT
+53.6%
+3.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.1% | +1.3% |
| 7D | +7.7% | -0.1% | +7.8% | +7.7% |
| 30D | +19.4% | -1.7% | +21.1% | +20.0% |
| 3M | +23.3% | -6.4% | +29.7% | +26.0% |
| 6M | +22.8% | +17.7% | +5.2% | +14.2% |
| YTD | +37.8% | +36.9% | +0.9% | +19.3% |
| 1Y | +57.4% | +52.0% | +5.3% | +29.5% |
| All | +57.4% | +53.6% | +3.8% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling