+1,335.2%
STX vs MAR
+71.3%
+1,263.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | +2.4% | -4.2% | +6.5% | +4.4% |
| 30D | +1.4% | -6.7% | +8.1% | +4.6% |
| 3M | -8.2% | -12.5% | +4.3% | -3.0% |
| 6M | +127.0% | +0.6% | +126.5% | +122.4% |
| YTD | +209.1% | +9.1% | +200.0% | +187.8% |
| 1Y | +365.4% | +26.2% | +339.2% | +295.0% |
| All | +1,335.2% | +71.3% | +1,263.9% | +919.2% |
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