+161.8%
MS vs STLD
+104.7%
+57.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.6% | +1.6% | -3.1% |
| 7D | -3.4% | -12.5% | +9.1% | +1.5% |
| 30D | -3.9% | -6.8% | +2.9% | -1.5% |
| 3M | -15.9% | -16.4% | +0.5% | -10.6% |
| 6M | -2.5% | -6.1% | +3.6% | -1.5% |
| YTD | +5.1% | +32.0% | -26.9% | -8.4% |
| 1Y | +13.0% | +45.5% | -32.6% | -5.7% |
| All | +161.8% | +104.7% | +57.1% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling