+445.3%
MP vs STT
+266.2%
+179.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -2.9% | +0.5% | -3.3% | -3.2% |
| 30D | +13.8% | +3.9% | +10.0% | +10.9% |
| 3M | -16.7% | +20.0% | -36.7% | -26.6% |
| 6M | -11.5% | +55.3% | -66.8% | -34.5% |
| YTD | +7.9% | +53.3% | -45.4% | -19.8% |
| 1Y | -15.0% | +74.7% | -89.7% | -42.4% |
| 3Y | +153.5% | +205.8% | -52.3% | +14.0% |
| 5Y | +58.7% | +145.0% | -86.3% | -20.2% |
| All | +445.3% | +266.2% | +179.1% | +147.4% |
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