+1,171.3%
STX vs MP
+291.5%
+879.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.5% | -6.6% | -3.7% |
| 7D | +14.6% | +9.5% | +5.1% | +12.8% |
| 30D | -26.0% | -3.0% | -23.0% | -25.4% |
| 3M | -42.6% | -30.4% | -12.3% | -38.9% |
| 6M | -35.3% | -39.2% | +3.9% | -29.6% |
| YTD | +92.5% | -23.3% | +115.7% | +99.7% |
| 1Y | +102.4% | -32.6% | +135.0% | +114.0% |
| 3Y | +673.8% | +159.3% | +514.6% | +495.4% |
| 5Y | +463.1% | -16.4% | +479.5% | +405.6% |
| All | +1,171.3% | +291.5% | +879.8% | +816.8% |
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