+17.1%
MS vs STM
+95.6%
-78.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +0.9% |
| 7D | -1.7% | +1.4% | -3.2% | -2.1% |
| 30D | +0.9% | -8.4% | +9.3% | +2.3% |
| 3M | -10.8% | -15.8% | +5.0% | -8.4% |
| 6M | +0.9% | -22.8% | +23.7% | +3.0% |
| YTD | +9.8% | +79.4% | -69.6% | -10.2% |
| 1Y | +17.1% | +97.0% | -79.9% | -7.7% |
| All | +17.1% | +95.6% | -78.5% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling