-2.1%
MSI vs STT
+74.0%
-76.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | -5.8% | +2.2% | -7.9% | -5.7% |
| 30D | -1.0% | +3.9% | -4.9% | -0.9% |
| 3M | +14.2% | +19.2% | -5.0% | +13.9% |
| 6M | +1.0% | +60.4% | -59.3% | +1.6% |
| YTD | +21.5% | +51.5% | -30.0% | +20.7% |
| 1Y | -2.1% | +76.3% | -78.4% | -4.0% |
| All | -2.1% | +74.0% | -76.1% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling