+15.7%
STM vs MSI
+70.3%
-54.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | +5.8% | -3.7% | +9.5% | +6.5% |
| 30D | -1.0% | +6.8% | -7.8% | -2.7% |
| 3M | -33.3% | +14.3% | -47.6% | -35.7% |
| 6M | +57.4% | -1.6% | +58.9% | +58.5% |
| YTD | +102.2% | +22.8% | +79.4% | +86.9% |
| 1Y | +99.6% | -1.1% | +100.7% | +101.0% |
| All | +15.7% | +70.3% | -54.6% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling