+785.4%
MSCI vs STT
+204.5%
+580.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +2.8% | -2.5% | +5.3% | +3.9% |
| 30D | +15.4% | -5.0% | +20.4% | +17.8% |
| 3M | +13.4% | -10.5% | +23.9% | +18.4% |
| 6M | +10.9% | +10.0% | +0.9% | +6.0% |
| YTD | +13.0% | +30.7% | -17.7% | +0.1% |
| 1Y | +12.0% | +43.8% | -31.7% | -4.7% |
| 3Y | +34.1% | +168.1% | -134.0% | -13.0% |
| 5Y | +3.9% | +101.4% | -97.5% | -26.5% |
| All | +785.4% | +204.5% | +580.9% | +432.2% |
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