+4,966.4%
MS vs STM
+1,727.7%
+3,238.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -12.4% | +6.4% | -0.8% |
| 7D | -3.4% | -20.1% | +16.7% | +5.6% |
| 30D | -3.9% | -32.0% | +28.1% | +11.8% |
| 3M | -15.9% | -24.2% | +8.3% | -7.1% |
| 6M | -2.5% | -29.9% | +27.5% | +6.9% |
| YTD | +5.1% | +54.9% | -49.8% | -19.8% |
| 1Y | +13.0% | +68.0% | -55.0% | -16.9% |
| 3Y | +160.7% | -0.1% | +160.8% | +119.5% |
| 5Y | +114.0% | -17.9% | +131.9% | +87.0% |
| 10Y | +637.5% | +392.2% | +245.2% | +153.9% |
| All | +4,966.4% | +1,727.7% | +3,238.8% | +1,065.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling