+161.8%
MS vs STM
+0.3%
+161.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -12.4% | +6.4% | -3.2% |
| 7D | -3.4% | -20.1% | +16.7% | +1.4% |
| 30D | -3.9% | -32.0% | +28.1% | +4.3% |
| 3M | -15.9% | -24.2% | +8.3% | -11.2% |
| 6M | -2.5% | -29.9% | +27.5% | +2.6% |
| YTD | +5.1% | +54.9% | -49.8% | -9.7% |
| 1Y | +13.0% | +68.0% | -55.0% | -5.0% |
| All | +161.8% | +0.3% | +161.5% | +108.9% |
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