+1,107.1%
STX vs MP
+268.3%
+838.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.3% |
| 7D | -17.3% | -3.6% | -13.7% | -16.5% |
| 30D | -35.9% | -21.0% | -15.0% | -33.0% |
| 3M | -37.3% | -33.3% | -4.0% | -32.7% |
| 6M | -35.8% | -45.9% | +10.1% | -28.8% |
| YTD | +82.7% | -27.8% | +110.6% | +91.8% |
| 1Y | +71.6% | -43.2% | +114.8% | +86.5% |
| 3Y | +635.3% | +144.0% | +491.2% | +472.2% |
| 5Y | +483.8% | -6.1% | +489.9% | +420.2% |
| All | +1,107.1% | +268.3% | +838.8% | +780.6% |
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