+663.4%
MSI vs STLD
+761.4%
-98.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.8% |
| 7D | +3.2% | +2.9% | +0.3% | +2.6% |
| 30D | +17.6% | -5.6% | +23.1% | +18.7% |
| 3M | +14.5% | -11.7% | +26.2% | +16.8% |
| 6M | +34.3% | -2.8% | +37.0% | +33.6% |
| YTD | +39.7% | +36.4% | +3.3% | +28.4% |
| 1Y | +40.2% | +50.0% | -9.8% | +26.0% |
| 3Y | +77.1% | +122.3% | -45.2% | +41.7% |
| 5Y | +124.0% | +273.2% | -149.2% | +52.7% |
| All | +663.4% | +761.4% | -98.0% | +289.0% |
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