+1,942.1%
STX vs MP
+450.8%
+1,491.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +5.0% | +6.1% |
| 7D | +2.4% | -2.9% | +5.2% | +2.9% |
| 30D | +1.4% | +13.8% | -12.4% | -1.1% |
| 3M | -8.2% | -16.7% | +8.5% | -5.5% |
| 6M | +127.0% | -11.5% | +138.5% | +130.2% |
| YTD | +209.1% | +7.9% | +201.2% | +202.2% |
| 1Y | +365.4% | -15.0% | +380.5% | +364.0% |
| 3Y | +1,135.4% | +153.5% | +981.9% | +853.1% |
| 5Y | +991.5% | +58.7% | +932.8% | +791.9% |
| All | +1,942.1% | +450.8% | +1,491.3% | +1,287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling