+8,757.3%
STX vs MS
+781.0%
+7,976.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -5.9% | -10.3% | -14.2% |
| 7D | -33.4% | -3.4% | -30.0% | -32.5% |
| 30D | -42.1% | -3.9% | -38.2% | -41.1% |
| 3M | -44.3% | -15.9% | -28.4% | -40.8% |
| 6M | -39.4% | -2.5% | -36.9% | -38.5% |
| YTD | +70.0% | +5.1% | +64.9% | +67.9% |
| 1Y | +70.2% | +13.0% | +57.2% | +64.2% |
| 3Y | +585.2% | +160.7% | +424.5% | +396.0% |
| 5Y | +455.7% | +114.0% | +341.6% | +327.7% |
| 10Y | +2,007.9% | +637.5% | +1,370.4% | +966.0% |
| All | +8,757.3% | +781.0% | +7,976.3% | +2,921.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling