+2,108.4%
STX vs MS
+575.8%
+1,532.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.6% | +8.4% | +9.1% |
| 7D | -1.0% | -1.7% | +0.8% | +0.6% |
| 30D | -26.8% | +0.9% | -27.7% | -26.7% |
| 3M | -32.7% | -10.8% | -21.9% | -28.2% |
| 6M | -33.7% | +0.9% | -34.7% | -33.4% |
| YTD | +101.0% | +9.8% | +91.2% | +92.2% |
| 1Y | +92.7% | +17.1% | +75.6% | +78.3% |
| 3Y | +708.7% | +175.7% | +533.0% | +370.2% |
| 5Y | +504.0% | +125.9% | +378.1% | +283.1% |
| 10Y | +2,108.4% | +556.2% | +1,552.2% | +738.7% |
| All | +2,108.4% | +575.8% | +1,532.5% | +738.7% |
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