+3,894.3%
STX vs MA
+17,837.3%
-13,943.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -28.5% | +2.3% | -30.8% | -29.3% |
| 30D | -42.9% | +14.7% | -57.6% | -46.6% |
| 3M | -45.9% | +13.5% | -59.4% | -49.4% |
| 6M | -41.3% | +33.1% | -74.4% | -49.7% |
| YTD | +67.9% | +15.1% | +52.9% | +53.2% |
| 1Y | +66.5% | +18.7% | +47.8% | +49.5% |
| 3Y | +588.0% | +72.1% | +515.9% | +414.6% |
| 5Y | +449.1% | +92.8% | +356.3% | +286.2% |
| 10Y | +1,982.8% | +571.6% | +1,411.2% | +701.0% |
| All | +3,894.3% | +17,837.3% | -13,943.0% | +467.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling