+123.8%
STX vs MA
+24.3%
+99.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.9% | -12.1% | -6.0% |
| 7D | -20.2% | +10.2% | -30.4% | -15.9% |
| 30D | -37.2% | +19.3% | -56.5% | -31.3% |
| 3M | -34.1% | +18.0% | -52.0% | -28.0% |
| 6M | -24.5% | +33.7% | -58.2% | -13.8% |
| YTD | +102.9% | +18.6% | +84.4% | +138.9% |
| 1Y | +123.8% | +22.5% | +101.3% | +159.2% |
| All | +123.8% | +24.3% | +99.5% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling