+89.4%
STM vs MSCI
+12.7%
+76.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +5.9% | +7.0% |
| 7D | -5.6% | +1.5% | -7.0% | -5.0% |
| 30D | -14.4% | +14.4% | -28.8% | -11.1% |
| 3M | -20.5% | +15.2% | -35.7% | -17.0% |
| 6M | -24.5% | +11.2% | -35.7% | -22.5% |
| YTD | +72.7% | +13.9% | +58.8% | +81.6% |
| All | +89.4% | +12.7% | +76.7% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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