+181.3%
MS vs STLD
+135.5%
+45.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +1.4% | +3.1% | -1.8% | +0.1% |
| 30D | -0.3% | -9.0% | +8.7% | +3.1% |
| 3M | +0.3% | -12.4% | +12.7% | +4.8% |
| 6M | +31.3% | +25.5% | +5.8% | +18.4% |
| YTD | +24.7% | +43.6% | -19.0% | +5.7% |
| 1Y | +47.9% | +87.2% | -39.3% | +11.0% |
| All | +181.3% | +135.5% | +45.8% | +88.7% |
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