+137.3%
STX vs MRSH
-1.9%
+139.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -4.9% |
| 7D | +9.6% | -5.9% | +15.4% | +1.0% |
| 30D | +10.6% | -7.3% | +17.9% | +0.6% |
| 3M | +4.8% | +7.4% | -2.7% | +18.6% |
| 6M | +137.3% | -0.7% | +137.9% | +161.9% |
| All | +137.3% | -1.9% | +139.2% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 6mo: compounded portfolio wealth divided by compounded MRSH 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…
6mo analysis · Full analysis span regression · 6 months rolling