+161.8%
MS vs STT
+164.8%
-3.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.7% | -1.2% | -2.0% |
| 7D | -3.4% | -4.9% | +1.5% | +0.9% |
| 30D | -3.9% | -6.0% | +2.1% | +1.3% |
| 3M | -15.9% | -11.7% | -4.2% | -6.6% |
| 6M | -2.5% | +11.7% | -14.2% | -10.8% |
| YTD | +5.1% | +30.4% | -25.3% | -15.8% |
| 1Y | +13.0% | +43.9% | -31.0% | -16.7% |
| All | +161.8% | +164.8% | -3.0% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling