+2,781.3%
MSCI vs STT
+222.3%
+2,559.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.7% | +2.0% | -1.1% |
| 7D | +6.0% | -4.9% | +10.9% | +7.9% |
| 30D | +18.2% | -6.0% | +24.2% | +20.7% |
| 3M | +15.1% | -11.7% | +26.8% | +20.0% |
| 6M | +13.7% | +11.7% | +2.0% | +9.0% |
| YTD | +15.6% | +30.4% | -14.8% | +4.6% |
| 1Y | +16.3% | +43.9% | -27.6% | +1.7% |
| 3Y | +36.9% | +165.4% | -128.5% | -4.0% |
| 5Y | +6.3% | +101.0% | -94.7% | -19.3% |
| 10Y | +823.0% | +210.7% | +612.3% | +467.3% |
| All | +2,781.3% | +222.3% | +2,559.0% | +1,365.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling