+443.6%
STX vs MS
+111.6%
+332.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.8% |
| 7D | -28.5% | -1.6% | -26.9% | -27.6% |
| 30D | -42.9% | -3.8% | -39.1% | -41.2% |
| 3M | -45.9% | -14.6% | -31.3% | -40.3% |
| 6M | -41.3% | -5.1% | -36.2% | -38.7% |
| YTD | +67.9% | +4.5% | +63.4% | +64.6% |
| 1Y | +66.5% | +13.5% | +53.0% | +55.5% |
| 3Y | +588.0% | +160.4% | +427.6% | +286.0% |
| All | +443.6% | +111.6% | +332.0% | +230.4% |
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