+455.7%
STX vs MS
+110.9%
+344.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -5.9% | -10.3% | -12.5% |
| 7D | -33.4% | -3.4% | -30.0% | -31.7% |
| 30D | -42.1% | -3.9% | -38.2% | -40.3% |
| 3M | -44.3% | -15.9% | -28.4% | -37.9% |
| 6M | -39.4% | -2.5% | -36.9% | -37.7% |
| YTD | +70.0% | +5.1% | +64.9% | +66.0% |
| 1Y | +70.2% | +13.0% | +57.2% | +59.3% |
| 3Y | +585.2% | +160.7% | +424.5% | +284.1% |
| 5Y | +455.7% | +114.0% | +341.6% | +236.1% |
| All | +455.7% | +110.9% | +344.7% | +236.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling