+353.1%
STM vs MKTX
+1,446.2%
-1,093.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | +5.8% | +0.4% | +5.4% | +5.7% |
| 30D | -1.0% | +1.1% | -2.1% | -1.3% |
| 3M | -33.3% | +36.1% | -69.4% | -39.3% |
| 6M | +57.4% | -12.9% | +70.2% | +60.5% |
| YTD | +102.2% | -8.5% | +110.7% | +103.2% |
| 1Y | +99.6% | -7.5% | +107.1% | +99.2% |
| 3Y | +14.5% | -28.3% | +42.9% | +18.2% |
| 5Y | +21.4% | -63.3% | +84.7% | +49.4% |
| 10Y | +695.0% | +4.5% | +690.4% | +601.3% |
| All | +353.1% | +1,446.2% | -1,093.2% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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