+595.0%
MSI vs STLD
+1,072.4%
-477.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -5.8% | +2.7% | -8.4% | -6.3% |
| 30D | -1.0% | -8.4% | +7.5% | +0.6% |
| 3M | +14.2% | -9.9% | +24.0% | +16.0% |
| 6M | +1.0% | +33.0% | -32.0% | -5.8% |
| YTD | +21.5% | +42.6% | -21.1% | +11.1% |
| 1Y | -2.1% | +80.8% | -82.9% | -15.3% |
| 3Y | +69.3% | +143.4% | -74.1% | +33.2% |
| 5Y | +99.3% | +293.4% | -194.1% | +34.9% |
| 10Y | +595.0% | +1,080.4% | -485.4% | +238.3% |
| All | +595.0% | +1,072.4% | -477.3% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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