+1,808.6%
STM vs MSI
+1,045.4%
+763.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.7% |
| 7D | -10.7% | +4.7% | -15.4% | -13.2% |
| 30D | -25.7% | +14.8% | -40.5% | -31.3% |
| 3M | -21.6% | +8.8% | -30.4% | -25.8% |
| 6M | -27.8% | +19.3% | -47.1% | -36.1% |
| YTD | +61.8% | +35.3% | +26.4% | +33.2% |
| 1Y | +78.1% | +33.8% | +44.3% | +47.5% |
| 3Y | +4.9% | +74.4% | -69.5% | -26.0% |
| 5Y | -14.3% | +120.5% | -134.8% | -46.7% |
| 10Y | +414.1% | +685.2% | -271.1% | +60.1% |
| All | +1,808.6% | +1,045.4% | +763.2% | +221.4% |
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