+1,022.7%
STX vs MP
+240.8%
+781.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -6.0% | -10.2% | -15.2% |
| 7D | -33.4% | -19.0% | -14.4% | -30.6% |
| 30D | -42.1% | -30.5% | -11.6% | -38.1% |
| 3M | -44.3% | -29.6% | -14.7% | -40.8% |
| 6M | -39.4% | -50.4% | +11.0% | -31.7% |
| YTD | +70.0% | -33.2% | +103.2% | +80.9% |
| 1Y | +70.2% | -38.6% | +108.7% | +83.1% |
| 3Y | +585.2% | +105.5% | +479.7% | +449.5% |
| 5Y | +455.7% | -7.8% | +463.5% | +398.5% |
| All | +1,022.7% | +240.8% | +781.8% | +730.4% |
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