-40.7%
MP vs STT
+48.7%
-89.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | -0.5% |
| 7D | +2.3% | +0.4% | +1.8% | +2.0% |
| 30D | -15.3% | -0.4% | -14.9% | -14.9% |
| 3M | -33.5% | -6.5% | -27.0% | -30.2% |
| 6M | -45.5% | +17.2% | -62.7% | -51.8% |
| YTD | -27.3% | +38.2% | -65.5% | -43.8% |
| 1Y | -40.7% | +49.3% | -90.0% | -57.0% |
| All | -40.7% | +48.7% | -89.4% | -57.0% |
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