+2,285.7%
STM vs MSI
+939.3%
+1,346.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.3% |
| 7D | +5.8% | -3.7% | +9.5% | +7.8% |
| 30D | -1.0% | +6.8% | -7.8% | -5.0% |
| 3M | -33.3% | +14.3% | -47.6% | -38.6% |
| 6M | +57.4% | -1.6% | +58.9% | +55.4% |
| YTD | +102.2% | +22.8% | +79.4% | +76.5% |
| 1Y | +99.6% | -1.1% | +100.7% | +94.7% |
| 3Y | +14.5% | +70.5% | -56.0% | -17.9% |
| 5Y | +21.4% | +102.8% | -81.4% | -20.7% |
| 10Y | +695.0% | +597.4% | +97.5% | +164.9% |
| All | +2,285.7% | +939.3% | +1,346.4% | +325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling