-7.5%
MSCI vs STT
+145.1%
-152.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | +0.6% | +3.9% | -3.3% | -1.3% |
| 3M | -7.1% | +20.0% | -27.0% | -15.1% |
| 6M | +0.8% | +55.3% | -54.5% | -18.9% |
| YTD | +1.0% | +53.3% | -52.3% | -18.5% |
| 1Y | +4.3% | +74.7% | -70.4% | -21.3% |
| 3Y | +9.9% | +205.8% | -195.9% | -38.6% |
| All | -7.5% | +145.1% | -152.6% | -47.0% |
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 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