+674.5%
MSI vs STT
+211.9%
+462.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +1.7% |
| 7D | +8.3% | +0.9% | +7.4% | +8.0% |
| 30D | +18.9% | -2.3% | +21.2% | +19.5% |
| 3M | +13.2% | -7.0% | +20.2% | +15.3% |
| 6M | +38.3% | +15.5% | +22.8% | +31.7% |
| YTD | +38.9% | +35.6% | +3.3% | +25.3% |
| 1Y | +36.7% | +47.9% | -11.2% | +20.0% |
| 3Y | +76.6% | +181.1% | -104.5% | +24.3% |
| 5Y | +124.5% | +108.2% | +16.3% | +68.4% |
| 10Y | +674.5% | +201.0% | +473.5% | +381.5% |
| All | +674.5% | +211.9% | +462.7% | +381.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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