+800.7%
MSCI vs STT
+198.3%
+602.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +2.7% | +1.1% | +1.5% | +2.2% |
| 30D | +16.2% | -1.9% | +18.1% | +17.1% |
| 3M | +17.1% | -7.6% | +24.7% | +20.7% |
| 6M | +13.0% | +16.0% | -3.0% | +5.7% |
| YTD | +15.8% | +36.2% | -20.4% | +0.9% |
| 1Y | +15.5% | +46.8% | -31.3% | -2.6% |
| 3Y | +32.3% | +177.8% | -145.5% | -15.4% |
| 5Y | +8.2% | +105.8% | -97.7% | -24.3% |
| 10Y | +800.7% | +197.6% | +603.1% | +429.0% |
| All | +800.7% | +198.3% | +602.4% | +429.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling