+847.5%
MSCI vs STT
+198.3%
+649.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | +3.0% | +4.8% | -1.8% | +1.1% |
| 30D | +17.8% | +3.9% | +13.9% | +15.9% |
| 3M | +15.2% | -8.2% | +23.3% | +19.0% |
| 6M | +16.5% | +15.6% | +0.9% | +9.1% |
| YTD | +16.4% | +37.6% | -21.3% | +0.9% |
| 1Y | +16.8% | +50.1% | -33.3% | -2.4% |
| 3Y | +35.8% | +183.1% | -147.3% | -14.0% |
| 5Y | +7.0% | +104.8% | -97.9% | -25.1% |
| All | +847.5% | +198.3% | +649.2% | +440.8% |
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