+120.7%
MAR vs STT
+178.8%
-58.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -1.4% |
| 7D | +0.2% | +0.9% | -0.7% | -0.3% |
| 30D | +14.0% | -2.3% | +16.3% | +15.2% |
| 3M | +18.1% | -7.0% | +25.1% | +22.0% |
| 6M | +18.6% | +15.5% | +3.1% | +9.0% |
| YTD | +35.3% | +35.6% | -0.3% | +13.5% |
| 1Y | +44.5% | +47.9% | -3.4% | +15.3% |
| 3Y | +120.7% | +181.1% | -60.4% | +27.7% |
| All | +120.7% | +178.8% | -58.1% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling