+808.5%
MS vs STT
+267.1%
+541.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +1.4% | +0.5% | +0.9% | +1.0% |
| 30D | -0.3% | +3.9% | -4.1% | -3.0% |
| 3M | +0.3% | +20.0% | -19.7% | -11.9% |
| 6M | +31.3% | +55.3% | -24.0% | -4.2% |
| YTD | +24.7% | +53.3% | -28.7% | -8.3% |
| 1Y | +47.9% | +74.7% | -26.8% | -1.0% |
| 3Y | +178.3% | +205.8% | -27.5% | +25.4% |
| 5Y | +144.9% | +145.0% | -0.1% | +21.3% |
| All | +808.5% | +267.1% | +541.4% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling