+96.5%
STM vs MSI
+28.6%
+67.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.2% | -7.3% | -5.9% |
| 7D | -6.0% | +2.8% | -8.8% | -5.6% |
| 30D | -20.9% | +9.1% | -30.1% | -19.8% |
| 3M | -15.8% | +12.5% | -28.3% | -14.5% |
| 6M | -17.0% | +14.2% | -31.3% | -15.3% |
| YTD | +76.8% | +30.7% | +46.1% | +73.1% |
| 1Y | +96.5% | +27.5% | +69.0% | +109.5% |
| All | +96.5% | +28.6% | +67.9% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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