+160.4%
MS vs STT
+165.4%
-5.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | -1.6% | -2.5% | +0.9% | +0.7% |
| 30D | -3.8% | -5.0% | +1.2% | +0.5% |
| 3M | -14.6% | -10.5% | -4.1% | -6.2% |
| 6M | -5.1% | +10.0% | -15.1% | -12.1% |
| YTD | +4.5% | +30.7% | -26.2% | -16.4% |
| 1Y | +13.5% | +43.8% | -30.2% | -16.2% |
| 3Y | +160.4% | +168.1% | -7.7% | +13.1% |
| All | +160.4% | +165.4% | -5.0% | +13.1% |
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