+123.8%
STX vs MS
+22.2%
+101.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.2% | -12.4% | -11.3% |
| 7D | -20.2% | +2.6% | -22.8% | -21.9% |
| 30D | -37.2% | +2.6% | -39.8% | -38.5% |
| 3M | -34.1% | -10.1% | -24.0% | -28.6% |
| 6M | -24.5% | +4.4% | -28.8% | -24.8% |
| YTD | +102.9% | +11.7% | +91.2% | +87.8% |
| 1Y | +123.8% | +20.9% | +102.8% | +87.8% |
| All | +123.8% | +22.2% | +101.6% | +87.8% |
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