+607.1%
MS vs STM
+398.5%
+208.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -5.0% | -2.0% |
| 7D | -1.6% | -10.7% | +9.2% | +1.9% |
| 30D | -3.8% | -25.7% | +22.0% | +5.6% |
| 3M | -14.6% | -21.6% | +7.0% | -8.5% |
| 6M | -5.1% | -27.8% | +22.7% | +1.2% |
| YTD | +4.5% | +61.8% | -57.2% | -18.0% |
| 1Y | +13.5% | +78.1% | -64.6% | -14.2% |
| 3Y | +160.4% | +4.9% | +155.5% | +122.1% |
| 5Y | +112.9% | -14.3% | +127.1% | +88.1% |
| All | +607.1% | +398.5% | +208.6% | +293.3% |
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