-34.6%
MP vs STT
+53.6%
-88.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.2% | -7.3% | -6.8% |
| 7D | -12.5% | -0.1% | -12.5% | -12.5% |
| 30D | -23.3% | -1.7% | -21.7% | -22.2% |
| 3M | -24.4% | -6.4% | -18.0% | -20.5% |
| 6M | -45.8% | +17.7% | -63.4% | -52.5% |
| YTD | -28.9% | +36.9% | -65.8% | -46.0% |
| 1Y | -34.6% | +52.0% | -86.6% | -57.9% |
| All | -34.6% | +53.6% | -88.2% | -57.9% |
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