+145.1%
MS vs STM
+20.8%
+124.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.3% |
| 7D | +1.4% | +5.8% | -4.4% | -0.2% |
| 30D | -0.3% | -1.0% | +0.8% | -0.2% |
| 3M | +0.3% | -33.3% | +33.6% | +10.2% |
| 6M | +31.3% | +57.4% | -26.0% | +10.0% |
| YTD | +24.7% | +102.2% | -77.5% | -4.0% |
| 1Y | +47.9% | +99.6% | -51.7% | +13.2% |
| 3Y | +178.3% | +14.5% | +163.8% | +140.5% |
| All | +145.1% | +20.8% | +124.3% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling