+808.5%
MS vs STLD
+1,105.0%
-296.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.0% |
| 7D | +1.4% | +3.1% | -1.8% | -0.1% |
| 30D | -0.3% | -9.0% | +8.7% | +3.6% |
| 3M | +0.3% | -12.4% | +12.7% | +5.3% |
| 6M | +31.3% | +25.5% | +5.8% | +17.1% |
| YTD | +24.7% | +43.6% | -19.0% | +4.0% |
| 1Y | +47.9% | +87.2% | -39.3% | +8.7% |
| 3Y | +178.3% | +135.2% | +43.1% | +79.5% |
| 5Y | +144.9% | +290.9% | -146.0% | +15.7% |
| All | +808.5% | +1,105.0% | -296.5% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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