+365.4%
STX vs MS
+49.4%
+316.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.1% | +6.1% |
| 7D | +2.4% | +1.4% | +1.0% | +1.3% |
| 30D | +1.4% | -0.3% | +1.6% | +1.5% |
| 3M | -8.2% | +0.3% | -8.5% | -7.7% |
| 6M | +127.0% | +31.3% | +95.7% | +93.3% |
| YTD | +209.1% | +24.7% | +184.5% | +170.8% |
| 1Y | +365.4% | +47.9% | +317.5% | +284.8% |
| All | +365.4% | +49.4% | +316.0% | +284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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