+126.4%
MSI vs STLD
+289.0%
-162.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.7% |
| 7D | +7.4% | -4.7% | +12.1% | +8.1% |
| 30D | +18.7% | -0.9% | +19.7% | +18.7% |
| 3M | +14.5% | -11.9% | +26.3% | +16.4% |
| 6M | +38.1% | +0.9% | +37.2% | +36.6% |
| YTD | +38.7% | +40.4% | -1.7% | +28.3% |
| 1Y | +35.4% | +56.6% | -21.2% | +22.5% |
| 3Y | +75.1% | +125.5% | -50.4% | +42.6% |
| 5Y | +126.4% | +292.8% | -166.4% | +52.4% |
| All | +126.4% | +289.0% | -162.6% | +52.4% |
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