+2,290.1%
MS vs STLD
+7,971.8%
-5,681.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.6% | +1.6% | -2.7% |
| 7D | -3.4% | -12.5% | +9.1% | +2.1% |
| 30D | -3.9% | -6.8% | +2.9% | -1.2% |
| 3M | -15.9% | -16.4% | +0.5% | -10.0% |
| 6M | -2.5% | -6.1% | +3.6% | -1.2% |
| YTD | +5.1% | +32.0% | -26.9% | -8.7% |
| 1Y | +13.0% | +45.5% | -32.6% | -6.0% |
| 3Y | +160.7% | +106.5% | +54.2% | +81.8% |
| 5Y | +114.0% | +267.2% | -153.1% | +10.2% |
| 10Y | +637.5% | +878.9% | -241.4% | +130.0% |
| All | +2,290.1% | +7,971.8% | -5,681.7% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling