+16,011.1%
STX vs MAR
+2,654.9%
+13,356.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | +2.4% | -4.2% | +6.5% | +4.5% |
| 30D | +1.4% | -6.7% | +8.1% | +4.9% |
| 3M | -8.2% | -12.5% | +4.3% | -2.8% |
| 6M | +127.0% | +0.6% | +126.5% | +124.3% |
| YTD | +209.1% | +9.1% | +200.0% | +191.5% |
| 1Y | +365.4% | +26.2% | +339.2% | +305.0% |
| 3Y | +1,135.4% | +68.2% | +1,067.2% | +826.1% |
| 5Y | +991.5% | +163.9% | +827.6% | +535.7% |
| 10Y | +3,695.8% | +420.6% | +3,275.3% | +1,229.6% |
| All | +16,011.1% | +2,654.9% | +13,356.2% | +1,839.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling