+66.5%
STX vs MP
-37.2%
+103.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -3.2% |
| 7D | -28.5% | -10.5% | -18.0% | -25.0% |
| 30D | -42.9% | -23.5% | -19.4% | -36.6% |
| 3M | -45.9% | -25.4% | -20.5% | -40.0% |
| 6M | -41.3% | -51.3% | +10.0% | -25.5% |
| YTD | +67.9% | -29.9% | +97.9% | +80.7% |
| 1Y | +66.5% | -31.8% | +98.4% | +79.0% |
| All | +66.5% | -37.2% | +103.7% | +79.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling