+808.5%
MS vs STM
+682.1%
+126.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.4% |
| 7D | +1.4% | +5.8% | -4.4% | -0.5% |
| 30D | -0.3% | -1.0% | +0.8% | -0.2% |
| 3M | +0.3% | -33.3% | +33.6% | +12.3% |
| 6M | +31.3% | +57.4% | -26.0% | +6.5% |
| YTD | +24.7% | +102.2% | -77.5% | -8.3% |
| 1Y | +47.9% | +99.6% | -51.7% | +8.0% |
| 3Y | +178.3% | +14.5% | +163.8% | +134.7% |
| 5Y | +144.9% | +21.4% | +123.5% | +92.3% |
| All | +808.5% | +682.1% | +126.4% | +273.5% |
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