+9.1%
MSCI vs STT
+109.1%
-100.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | 0.0% |
| 7D | -1.9% | +0.4% | -2.3% | -2.1% |
| 30D | +16.5% | -0.4% | +16.9% | +16.6% |
| 3M | +18.2% | -6.5% | +24.7% | +21.7% |
| 6M | +14.0% | +17.2% | -3.2% | +4.7% |
| YTD | +16.6% | +38.2% | -21.6% | -1.8% |
| 1Y | +14.8% | +49.3% | -34.5% | -7.1% |
| 3Y | +33.3% | +181.9% | -148.7% | -24.0% |
| 5Y | +9.1% | +106.9% | -97.9% | -32.8% |
| All | +9.1% | +109.1% | -100.1% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling