+4.9%
STM vs MSI
+77.7%
-72.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.5% |
| 7D | -10.7% | +4.7% | -15.4% | -11.4% |
| 30D | -25.7% | +14.8% | -40.5% | -27.5% |
| 3M | -21.6% | +8.8% | -30.4% | -22.7% |
| 6M | -27.8% | +19.3% | -47.1% | -30.7% |
| YTD | +61.8% | +35.3% | +26.4% | +47.1% |
| 1Y | +78.1% | +33.8% | +44.3% | +62.7% |
| 3Y | +4.9% | +74.4% | -69.5% | -31.6% |
| All | +4.9% | +77.7% | -72.8% | -31.6% |
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