+181.3%
MS vs STM
+16.2%
+165.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.2% |
| 7D | +1.4% | +5.8% | -4.4% | +0.1% |
| 30D | -0.3% | -1.0% | +0.8% | -0.2% |
| 3M | +0.3% | -33.3% | +33.6% | +8.3% |
| 6M | +31.3% | +57.4% | -26.0% | +13.7% |
| YTD | +24.7% | +102.2% | -77.5% | +0.8% |
| 1Y | +47.9% | +99.6% | -51.7% | +19.0% |
| All | +181.3% | +16.2% | +165.1% | +131.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling