+17,056.4%
STX vs MKSI
+2,129.5%
+14,926.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.0% | +4.5% | +5.6% |
| 7D | +10.7% | +7.7% | +3.0% | +7.1% |
| 30D | +11.3% | -12.9% | +24.1% | +19.1% |
| 3M | +3.2% | -14.8% | +18.1% | +11.5% |
| 6M | +157.0% | +26.6% | +130.3% | +132.0% |
| YTD | +229.2% | +66.6% | +162.6% | +162.4% |
| 1Y | +381.8% | +144.6% | +237.3% | +221.1% |
| 3Y | +1,383.2% | +193.1% | +1,190.0% | +736.7% |
| 5Y | +1,144.9% | +88.6% | +1,056.3% | +716.7% |
| 10Y | +3,676.0% | +490.9% | +3,185.1% | +1,156.3% |
| All | +17,056.4% | +2,129.5% | +14,926.8% | +2,801.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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