+5,285.6%
MS vs STT
+2,517.8%
+2,767.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.7% | -1.2% | -2.6% |
| 7D | -3.4% | -4.9% | +1.5% | +0.2% |
| 30D | -3.9% | -6.0% | +2.1% | +0.5% |
| 3M | -15.9% | -11.7% | -4.2% | -8.2% |
| 6M | -2.5% | +11.7% | -14.2% | -9.5% |
| YTD | +5.1% | +30.4% | -25.3% | -12.6% |
| 1Y | +13.0% | +43.9% | -31.0% | -12.3% |
| 3Y | +160.7% | +165.4% | -4.7% | +32.1% |
| 5Y | +114.0% | +101.0% | +13.0% | +24.3% |
| 10Y | +637.5% | +210.7% | +426.8% | +202.4% |
| All | +5,285.6% | +2,517.8% | +2,767.8% | +501.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling