+411.8%
STM vs MSCI
+2,756.4%
-2,344.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +5.8% | +0.4% | +5.4% | +5.6% |
| 30D | -1.0% | +0.6% | -1.6% | -1.6% |
| 3M | -33.3% | -7.1% | -26.2% | -32.0% |
| 6M | +57.4% | +0.8% | +56.5% | +52.1% |
| YTD | +102.2% | +1.0% | +101.2% | +93.9% |
| 1Y | +99.6% | +4.3% | +95.3% | +86.3% |
| 3Y | +14.5% | +9.9% | +4.6% | +1.2% |
| 5Y | +21.4% | -6.8% | +28.1% | +15.6% |
| 10Y | +695.0% | +614.7% | +80.3% | +176.3% |
| All | +411.8% | +2,756.4% | -2,344.6% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling