+1,967.8%
STX vs MA
+554.9%
+1,412.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -17.3% | +1.8% | -19.1% | -17.9% |
| 30D | -35.9% | +11.8% | -47.8% | -39.5% |
| 3M | -37.3% | +17.2% | -54.5% | -42.5% |
| 6M | -35.8% | +33.4% | -69.2% | -45.6% |
| YTD | +82.7% | +16.1% | +66.6% | +65.4% |
| 1Y | +71.6% | +19.9% | +51.7% | +52.5% |
| 3Y | +635.3% | +70.1% | +565.2% | +433.8% |
| 5Y | +483.8% | +89.6% | +394.1% | +294.2% |
| 10Y | +1,967.8% | +568.4% | +1,399.3% | +510.0% |
| All | +1,967.8% | +554.9% | +1,412.9% | +510.0% |
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