+0.4%
STM vs MSCI
+36.7%
-36.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.7% | -9.7% | -12.0% |
| 7D | -20.1% | +6.0% | -26.1% | -20.7% |
| 30D | -32.0% | +18.2% | -50.2% | -33.7% |
| 3M | -24.2% | +15.1% | -39.3% | -25.9% |
| 6M | -29.9% | +13.7% | -43.7% | -32.4% |
| YTD | +54.9% | +15.6% | +39.3% | +47.9% |
| 1Y | +68.0% | +16.3% | +51.7% | +59.9% |
| All | +0.4% | +36.7% | -36.3% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling