+114.0%
MS vs STM
-17.8%
+131.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -12.4% | +6.4% | -2.5% |
| 7D | -3.4% | -20.1% | +16.7% | +2.5% |
| 30D | -3.9% | -32.0% | +28.1% | +6.3% |
| 3M | -15.9% | -24.2% | +8.3% | -10.0% |
| 6M | -2.5% | -29.9% | +27.5% | +3.7% |
| YTD | +5.1% | +54.9% | -49.8% | -13.6% |
| 1Y | +13.0% | +68.0% | -55.0% | -9.5% |
| 3Y | +160.7% | -0.1% | +160.8% | +129.1% |
| 5Y | +114.0% | -17.9% | +131.9% | +84.6% |
| All | +114.0% | -17.8% | +131.8% | +84.6% |
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