+1,049.8%
MSI vs STLD
+8,008.3%
-6,958.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | +4.7% | -11.1% | +15.8% | +7.5% |
| 30D | +14.8% | -4.8% | +19.5% | +15.8% |
| 3M | +8.8% | -14.6% | +23.4% | +12.2% |
| 6M | +19.3% | -7.4% | +26.7% | +20.1% |
| YTD | +35.3% | +32.6% | +2.8% | +23.8% |
| 1Y | +33.8% | +47.3% | -13.6% | +19.1% |
| 3Y | +74.4% | +107.5% | -33.1% | +38.5% |
| 5Y | +120.5% | +268.8% | -148.3% | +46.3% |
| 10Y | +685.2% | +883.3% | -198.1% | +272.6% |
| All | +1,049.8% | +8,008.3% | -6,958.6% | +138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling