+844.5%
MSCI vs STT
+198.3%
+646.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +2.7% | +4.8% | -2.1% | +0.7% |
| 30D | +17.4% | +3.9% | +13.5% | +15.6% |
| 3M | +14.8% | -8.2% | +23.0% | +18.7% |
| 6M | +16.1% | +15.6% | +0.5% | +8.8% |
| YTD | +16.0% | +37.6% | -21.6% | +0.6% |
| 1Y | +16.4% | +50.1% | -33.7% | -2.7% |
| 3Y | +35.3% | +183.1% | -147.7% | -14.3% |
| 5Y | +6.6% | +104.8% | -98.2% | -25.3% |
| All | +844.5% | +198.3% | +646.2% | +439.1% |
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