-44.3%
STX vs MA
+14.1%
-58.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.5% | -13.8% | -18.0% |
| 7D | -33.4% | +3.2% | -36.6% | -30.3% |
| 30D | -42.1% | +15.9% | -58.0% | -32.6% |
| 3M | -44.3% | +15.2% | -59.4% | -35.9% |
| All | -44.3% | +14.1% | -58.4% | -35.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling