+779.7%
MSCI vs STLD
+779.4%
+0.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.3% |
| 7D | +1.5% | -9.7% | +11.1% | +3.9% |
| 30D | +14.4% | -4.5% | +18.9% | +15.5% |
| 3M | +15.2% | -13.1% | +28.3% | +18.6% |
| 6M | +11.2% | -2.8% | +14.0% | +10.5% |
| YTD | +13.9% | +35.3% | -21.4% | +2.7% |
| 1Y | +12.5% | +51.4% | -38.9% | -1.7% |
| 3Y | +32.3% | +117.9% | -85.7% | +1.1% |
| 5Y | +4.9% | +272.6% | -267.7% | -33.4% |
| 10Y | +779.7% | +782.2% | -2.5% | +290.5% |
| All | +779.7% | +779.4% | +0.3% | +290.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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