+123.8%
STX vs MAR
+62.0%
+61.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.0% | -10.2% | -8.3% |
| 7D | -20.2% | +7.7% | -27.9% | -21.0% |
| 30D | -37.2% | +19.4% | -56.6% | -38.8% |
| 3M | -34.1% | +23.3% | -57.4% | -36.2% |
| 6M | -24.5% | +22.8% | -47.3% | -27.8% |
| YTD | +102.9% | +37.8% | +65.2% | +82.6% |
| 1Y | +123.8% | +57.4% | +66.4% | +79.0% |
| All | +123.8% | +62.0% | +61.8% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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