+443.6%
STX vs MSCI
+3.6%
+440.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | -28.5% | +2.8% | -31.3% | -29.2% |
| 30D | -42.9% | +15.4% | -58.3% | -45.6% |
| 3M | -45.9% | +13.4% | -59.3% | -48.3% |
| 6M | -41.3% | +10.9% | -52.2% | -44.8% |
| YTD | +67.9% | +13.0% | +55.0% | +56.6% |
| 1Y | +66.5% | +12.0% | +54.5% | +55.7% |
| 3Y | +588.0% | +34.1% | +553.9% | +474.5% |
| All | +443.6% | +3.6% | +440.1% | +385.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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