+17.7%
MS vs STM
+94.3%
-76.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +5.1% | +12.0% | -6.9% | +2.6% |
| 30D | +5.7% | -0.4% | +6.0% | +5.4% |
| 3M | -12.2% | -13.2% | +1.0% | -10.4% |
| 6M | -0.5% | -26.1% | +25.6% | +2.5% |
| YTD | +9.8% | +81.2% | -71.4% | -9.7% |
| 1Y | +17.7% | +98.3% | -80.6% | -6.3% |
| All | +17.7% | +94.3% | -76.6% | -6.3% |
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 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