+1,967.8%
STX vs MAR
+528.1%
+1,439.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.9% |
| 7D | -17.3% | +2.9% | -20.1% | -18.1% |
| 30D | -35.9% | +17.0% | -53.0% | -39.8% |
| 3M | -37.3% | +23.2% | -60.5% | -42.4% |
| 6M | -35.8% | +21.7% | -57.6% | -41.2% |
| YTD | +82.7% | +38.9% | +43.9% | +58.2% |
| 1Y | +71.6% | +48.7% | +23.0% | +44.2% |
| 3Y | +635.3% | +122.9% | +512.4% | +425.2% |
| 5Y | +483.8% | +177.5% | +306.3% | +279.2% |
| 10Y | +1,967.8% | +537.5% | +1,430.2% | +972.7% |
| All | +1,967.8% | +528.1% | +1,439.6% | +972.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling