+3,874.2%
MSI vs STT
+7,372.9%
-3,498.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -3.7% | +0.5% | -4.2% | -3.9% |
| 30D | +6.8% | +3.9% | +3.0% | +5.4% |
| 3M | +14.3% | +20.0% | -5.7% | +7.4% |
| 6M | -1.6% | +55.3% | -56.9% | -15.1% |
| YTD | +22.8% | +53.3% | -30.5% | +5.9% |
| 1Y | -1.1% | +74.7% | -75.8% | -18.5% |
| 3Y | +70.5% | +205.8% | -135.4% | +15.0% |
| 5Y | +102.8% | +145.0% | -42.2% | +42.7% |
| 10Y | +597.4% | +266.0% | +331.4% | +300.8% |
| All | +3,874.2% | +7,372.9% | -3,498.7% | +642.8% |
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