+1,009.3%
STX vs MP
+257.7%
+751.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -2.1% |
| 7D | -28.5% | -10.5% | -18.0% | -26.9% |
| 30D | -42.9% | -23.5% | -19.4% | -40.0% |
| 3M | -45.9% | -25.4% | -20.5% | -43.1% |
| 6M | -41.3% | -51.3% | +10.0% | -33.8% |
| YTD | +67.9% | -29.9% | +97.9% | +77.1% |
| 1Y | +66.5% | -31.8% | +98.4% | +76.2% |
| 3Y | +588.0% | +127.0% | +461.0% | +441.8% |
| 5Y | +449.1% | -3.3% | +452.3% | +388.1% |
| All | +1,009.3% | +257.7% | +751.6% | +713.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling