+4,280.0%
MSI vs STT
+6,268.9%
-1,988.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +4.7% | -2.5% | +7.2% | +5.4% |
| 30D | +14.8% | -5.0% | +19.7% | +16.4% |
| 3M | +8.8% | -10.5% | +19.3% | +12.4% |
| 6M | +19.3% | +10.0% | +9.3% | +14.9% |
| YTD | +35.3% | +30.7% | +4.6% | +22.5% |
| 1Y | +33.8% | +43.8% | -10.0% | +17.3% |
| 3Y | +74.4% | +168.1% | -93.6% | +22.6% |
| 5Y | +120.5% | +101.4% | +19.1% | +65.3% |
| 10Y | +685.2% | +211.3% | +473.9% | +374.6% |
| All | +4,280.0% | +6,268.9% | -1,988.9% | +759.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling