+3,121.8%
MAR vs STT
+732.2%
+2,389.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -1.2% |
| 7D | +0.2% | +0.9% | -0.7% | -0.2% |
| 30D | +14.0% | -2.3% | +16.3% | +15.0% |
| 3M | +18.1% | -7.0% | +25.1% | +21.4% |
| 6M | +18.6% | +15.5% | +3.1% | +11.1% |
| YTD | +35.3% | +35.6% | -0.3% | +18.1% |
| 1Y | +44.5% | +47.9% | -3.4% | +21.5% |
| 3Y | +120.7% | +181.1% | -60.4% | +41.0% |
| 5Y | +164.1% | +108.2% | +55.9% | +86.1% |
| 10Y | +515.5% | +201.0% | +314.5% | +259.9% |
| All | +3,121.8% | +732.2% | +2,389.7% | +743.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling