+483.8%
STX vs MS
+122.6%
+361.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.1% |
| 7D | -17.3% | +0.8% | -18.1% | -17.4% |
| 30D | -35.9% | -0.7% | -35.2% | -35.3% |
| 3M | -37.3% | -12.4% | -25.0% | -31.8% |
| 6M | -35.8% | -1.7% | -34.1% | -34.4% |
| YTD | +82.7% | +8.0% | +74.7% | +75.5% |
| 1Y | +71.6% | +16.2% | +55.4% | +58.0% |
| 3Y | +635.3% | +171.3% | +464.0% | +302.1% |
| 5Y | +483.8% | +124.8% | +359.0% | +241.3% |
| All | +483.8% | +122.6% | +361.2% | +241.3% |
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