+102.8%
MSI vs STLD
+292.4%
-189.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -3.7% | +3.1% | -6.8% | -4.2% |
| 30D | +6.8% | -9.0% | +15.8% | +8.3% |
| 3M | +14.3% | -12.4% | +26.7% | +16.4% |
| 6M | -1.6% | +25.5% | -27.1% | -6.3% |
| YTD | +22.8% | +43.6% | -20.8% | +13.7% |
| 1Y | -1.1% | +87.2% | -88.3% | -13.2% |
| 3Y | +70.5% | +135.2% | -64.8% | +39.0% |
| All | +102.8% | +292.4% | -189.6% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling