+254.1%
MP vs STT
+212.1%
+42.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.8% |
| 7D | -10.5% | -2.5% | -8.0% | -9.0% |
| 30D | -23.5% | -5.0% | -18.6% | -20.7% |
| 3M | -25.4% | -10.5% | -15.0% | -19.5% |
| 6M | -51.3% | +10.0% | -61.3% | -54.4% |
| YTD | -29.9% | +30.7% | -60.6% | -41.8% |
| 1Y | -31.8% | +43.8% | -75.6% | -47.0% |
| 3Y | +127.0% | +168.1% | -41.1% | +11.6% |
| 5Y | -3.3% | +101.4% | -104.7% | -44.7% |
| All | +254.1% | +212.1% | +42.0% | +79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling