+3,621.5%
STX vs MAR
+419.7%
+3,201.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.4% |
| 7D | +9.6% | -0.5% | +10.1% | +9.7% |
| 30D | +10.6% | -4.7% | +15.3% | +12.5% |
| 3M | +4.8% | -15.6% | +20.4% | +11.3% |
| 6M | +137.3% | +1.2% | +136.0% | +134.0% |
| YTD | +222.5% | +7.5% | +215.0% | +209.4% |
| 1Y | +366.2% | +26.6% | +339.6% | +316.7% |
| 3Y | +1,352.9% | +66.0% | +1,286.9% | +1,065.3% |
| 5Y | +1,077.4% | +154.1% | +923.3% | +699.8% |
| 10Y | +3,621.5% | +441.9% | +3,179.6% | +1,878.6% |
| All | +3,621.5% | +419.7% | +3,201.8% | +1,878.6% |
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