+595.0%
MSI vs STT
+264.2%
+330.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -5.8% | +2.2% | -7.9% | -6.4% |
| 30D | -1.0% | +3.9% | -4.9% | -2.2% |
| 3M | +14.2% | +19.2% | -5.0% | +8.0% |
| 6M | +1.0% | +60.4% | -59.3% | -12.6% |
| YTD | +21.5% | +51.5% | -30.0% | +6.4% |
| 1Y | -2.1% | +76.3% | -78.4% | -18.4% |
| 3Y | +69.3% | +200.7% | -131.4% | +17.3% |
| 5Y | +99.3% | +157.5% | -58.2% | +40.4% |
| 10Y | +595.0% | +262.0% | +333.0% | +306.3% |
| All | +595.0% | +264.2% | +330.9% | +306.3% |
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