+476.2%
STX vs MA
+86.6%
+389.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.6% |
| 7D | +14.6% | +1.3% | +13.3% | +14.0% |
| 30D | -26.0% | +9.6% | -35.6% | -28.8% |
| 3M | -42.6% | +16.8% | -59.4% | -46.6% |
| 6M | -35.3% | +35.2% | -70.5% | -44.6% |
| YTD | +92.5% | +16.6% | +75.9% | +77.7% |
| 1Y | +102.4% | +19.8% | +82.6% | +83.5% |
| 3Y | +673.8% | +70.7% | +603.1% | +453.8% |
| All | +476.2% | +86.6% | +389.6% | +273.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling