+112.4%
MS vs STT
+100.0%
+12.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | -1.6% | -2.5% | +0.9% | +0.2% |
| 30D | -3.8% | -5.0% | +1.2% | -0.4% |
| 3M | -14.6% | -10.5% | -4.1% | -8.0% |
| 6M | -5.1% | +10.0% | -15.1% | -10.4% |
| YTD | +4.5% | +30.7% | -26.2% | -11.8% |
| 1Y | +13.5% | +43.8% | -30.2% | -9.8% |
| 3Y | +160.4% | +168.1% | -7.7% | +43.7% |
| All | +112.4% | +100.0% | +12.4% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling