+2,071.0%
STX vs MS
+614.4%
+1,456.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.1% | +6.7% | +8.1% |
| 7D | -14.8% | +0.7% | -15.5% | -14.8% |
| 30D | -35.4% | -0.9% | -34.4% | -34.7% |
| 3M | -37.7% | -13.0% | -24.7% | -32.6% |
| 6M | -35.2% | -2.0% | -33.3% | -33.9% |
| YTD | +84.4% | +7.8% | +76.6% | +78.0% |
| 1Y | +82.3% | +17.9% | +64.4% | +68.0% |
| 3Y | +646.2% | +174.8% | +471.4% | +334.0% |
| 5Y | +487.4% | +119.9% | +367.6% | +277.4% |
| 10Y | +2,071.0% | +578.8% | +1,492.2% | +687.1% |
| All | +2,071.0% | +614.4% | +1,456.6% | +687.1% |
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