+1,144.9%
STX vs MAR
+155.0%
+989.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.3% | +8.8% | +7.6% |
| 7D | +10.7% | -1.7% | +12.5% | +11.6% |
| 30D | +11.3% | -6.9% | +18.2% | +15.0% |
| 3M | +3.2% | -15.8% | +19.1% | +11.4% |
| 6M | +157.0% | +1.9% | +155.0% | +150.8% |
| YTD | +229.2% | +6.6% | +222.6% | +212.0% |
| 1Y | +381.8% | +23.7% | +358.2% | +319.1% |
| 3Y | +1,383.2% | +64.6% | +1,318.6% | +1,000.4% |
| 5Y | +1,144.9% | +156.4% | +988.5% | +613.2% |
| All | +1,144.9% | +155.0% | +989.9% | +613.2% |
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 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