+77.1%
MSI vs STT
+182.6%
-105.4%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.2% | +4.8% | -1.5% | +2.7% |
| 30D | +17.6% | +3.9% | +13.7% | +16.9% |
| 3M | +14.5% | -8.2% | +22.7% | +15.6% |
| 6M | +34.3% | +15.6% | +18.6% | +30.6% |
| YTD | +39.7% | +37.6% | +2.1% | +31.7% |
| 1Y | +40.2% | +50.1% | -10.0% | +29.7% |
| 3Y | +77.1% | +183.1% | -105.9% | +42.9% |
| All | +77.1% | +182.6% | -105.4% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling