+443.6%
STX vs MAR
+155.0%
+288.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -28.5% | +4.3% | -32.8% | -30.0% |
| 30D | -42.9% | +16.8% | -59.7% | -47.0% |
| 3M | -45.9% | +16.0% | -61.9% | -49.8% |
| 6M | -41.3% | +16.5% | -57.7% | -46.1% |
| YTD | +67.9% | +35.0% | +32.9% | +41.8% |
| 1Y | +66.5% | +49.4% | +17.1% | +32.7% |
| 3Y | +588.0% | +124.1% | +463.9% | +338.4% |
| All | +443.6% | +155.0% | +288.6% | +214.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling