+542.0%
MS vs STM
+470.7%
+71.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +5.1% | +12.0% | -6.9% | +1.1% |
| 30D | +5.7% | -0.4% | +6.0% | +5.2% |
| 3M | -12.2% | -13.2% | +1.0% | -9.0% |
| 6M | -0.5% | -26.1% | +25.6% | +5.7% |
| YTD | +9.8% | +81.2% | -71.4% | -17.2% |
| 1Y | +17.7% | +98.3% | -80.6% | -14.2% |
| 3Y | +176.8% | +16.7% | +160.1% | +127.7% |
| 5Y | +123.7% | -4.8% | +128.6% | +90.9% |
| All | +542.0% | +470.7% | +71.3% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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