+1,883.6%
STX vs MS
+616.2%
+1,267.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | -28.5% | -1.6% | -26.9% | -27.7% |
| 30D | -42.9% | -3.8% | -39.1% | -41.4% |
| 3M | -45.9% | -14.6% | -31.3% | -41.0% |
| 6M | -41.3% | -5.1% | -36.2% | -39.1% |
| YTD | +67.9% | +4.5% | +63.4% | +64.8% |
| 1Y | +66.5% | +13.5% | +53.0% | +56.6% |
| 3Y | +588.0% | +160.4% | +427.6% | +312.5% |
| 5Y | +449.1% | +112.9% | +336.2% | +259.6% |
| All | +1,883.6% | +616.2% | +1,267.5% | +631.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling