+292.1%
STM vs MSCI
+3,169.6%
-2,877.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.7% | -9.7% | -11.0% |
| 7D | -20.1% | +6.0% | -26.1% | -22.5% |
| 30D | -32.0% | +18.2% | -50.2% | -37.8% |
| 3M | -24.2% | +15.1% | -39.3% | -30.1% |
| 6M | -29.9% | +13.7% | -43.7% | -36.4% |
| YTD | +54.9% | +15.6% | +39.3% | +37.7% |
| 1Y | +68.0% | +16.3% | +51.7% | +48.6% |
| 3Y | -0.1% | +36.9% | -37.0% | -21.8% |
| 5Y | -17.9% | +6.3% | -24.2% | -27.3% |
| 10Y | +392.2% | +823.0% | -430.7% | +50.4% |
| All | +292.1% | +3,169.6% | -2,877.6% | -32.3% |
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