+93.6%
STX vs MA
+17.3%
+76.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.7% |
| 7D | +16.8% | -0.5% | +17.4% | +16.5% |
| 30D | -27.0% | +7.9% | -34.9% | -24.0% |
| 3M | -37.9% | +16.8% | -54.6% | -33.0% |
| 6M | -32.5% | +31.0% | -63.5% | -24.6% |
| YTD | +98.6% | +15.0% | +83.5% | +129.8% |
| 1Y | +93.6% | +17.0% | +76.6% | +122.5% |
| All | +93.6% | +17.3% | +76.3% | +122.5% |
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