+156.4%
MAR vs STT
+150.3%
+6.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.7% |
| 7D | -1.7% | +2.2% | -3.9% | -2.7% |
| 30D | -6.9% | +3.9% | -10.8% | -8.7% |
| 3M | -15.8% | +19.2% | -35.0% | -22.9% |
| 6M | +1.9% | +60.4% | -58.4% | -19.3% |
| YTD | +6.6% | +51.5% | -44.8% | -13.6% |
| 1Y | +23.7% | +76.3% | -52.6% | -7.4% |
| 3Y | +64.6% | +200.7% | -136.2% | -5.6% |
| 5Y | +156.4% | +157.5% | -1.1% | +50.8% |
| All | +156.4% | +150.3% | +6.0% | +50.8% |
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