+3,426.5%
STX vs MA
+523.7%
+2,902.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.5% | +6.9% |
| 7D | +2.4% | -2.7% | +5.1% | +3.7% |
| 30D | +1.4% | +1.5% | -0.1% | +0.3% |
| 3M | -8.2% | +20.4% | -28.6% | -17.8% |
| 6M | +127.0% | +11.1% | +115.9% | +110.8% |
| YTD | +209.1% | +2.0% | +207.2% | +199.6% |
| 1Y | +365.4% | -2.2% | +367.6% | +358.7% |
| 3Y | +1,135.4% | +41.9% | +1,093.5% | +885.7% |
| 5Y | +991.5% | +75.4% | +916.2% | +663.2% |
| All | +3,426.5% | +523.7% | +2,902.8% | +962.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling