+422.5%
STM vs MSI
+689.5%
-267.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.1% | +5.3% |
| 7D | -5.6% | +8.3% | -13.9% | -9.9% |
| 30D | -14.4% | +18.9% | -33.3% | -22.6% |
| 3M | -20.5% | +13.2% | -33.7% | -26.5% |
| 6M | -24.5% | +38.3% | -62.8% | -38.5% |
| YTD | +72.7% | +38.9% | +33.8% | +37.6% |
| 1Y | +91.0% | +36.7% | +54.3% | +53.6% |
| 3Y | +13.5% | +76.6% | -63.0% | -25.4% |
| 5Y | -9.2% | +124.5% | -133.7% | -49.9% |
| 10Y | +422.5% | +674.5% | -252.0% | +48.5% |
| All | +422.5% | +689.5% | -267.0% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling