+588.0%
STX vs MAR
+122.8%
+465.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -28.5% | +4.3% | -32.8% | -29.8% |
| 30D | -42.9% | +16.8% | -59.7% | -46.7% |
| 3M | -45.9% | +16.0% | -61.9% | -49.4% |
| 6M | -41.3% | +16.5% | -57.7% | -45.8% |
| YTD | +67.9% | +35.0% | +32.9% | +41.7% |
| 1Y | +66.5% | +49.4% | +17.1% | +31.8% |
| 3Y | +588.0% | +124.1% | +463.9% | +332.1% |
| All | +588.0% | +122.8% | +465.2% | +332.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling